SOME PROBABILITY INEQUALITIES FOR MULTIVARIATE GAMMA AND NORMAL DISTRIBUTIONS

DOI10.17654/TS051120017zbMath1332.60039arXiv1507.00528MaRDI QIDQ2793172

T. Royen

Publication date: 15 March 2016

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.00528

zbMATH Keywords

multivariate normal distributionprobability inequalitiesmultivariate gamma distributionpositive lower orthant dependenceGaussian correlation inequalitymonotonicity properties of multivariate gamma distributions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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