Some probability inequalities for multivariate gamma and normal distributions (Q2793172)
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scientific article; zbMATH DE number 6555608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some probability inequalities for multivariate gamma and normal distributions |
scientific article; zbMATH DE number 6555608 |
Statements
15 March 2016
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probability inequalities
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multivariate normal distribution
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multivariate gamma distribution
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Gaussian correlation inequality
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positive lower orthant dependence
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monotonicity properties of multivariate gamma distributions
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Some probability inequalities for multivariate gamma and normal distributions (English)
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