Reduction of variance for Gaussian densities via restriction to convex sets

DOI10.1016/0047-259X(77)90032-XzbMath0381.60014MaRDI QIDQ1248269

Marek Kanter, Harold Proppe

Publication date: 1977

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability distributions: general theory (60E05)

Related Items (3)

A note on the conditional moments of a multivariate normal distribution confined to a convex set ⋮ Lagrangian Discretization of Crowd Motion and Linear Diffusion ⋮ Irregularities inX(Y) fromY(X) in linear calibration

Cites Work

• An Inequality for Conditional Distributions
• Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
• On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations
• Effect of Linear Truncation on a Multinormal Population
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