An extremal property of the normal distribution, with a discrete analog

DOI10.1016/j.spl.2018.08.018zbMath1414.62052arXiv1806.05577OpenAlexW2808084227WikidataQ60522074 ScholiaQ60522074MaRDI QIDQ1726784

Adrien Saumard, Oliver Johnson, Erwan Hillion

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.05577

zbMATH Keywords

covariance matrixnormal distributionBrascamp-Lieb inequalityChebychev's other inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

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