A note on the inequalities for tail probability of the multivariate normal distribution

DOI10.1080/03610928008827914zbMath0464.62016OpenAlexW2006715322MaRDI QIDQ3915798

Y. S. Sathe, S. R. Lingras

Publication date: 1980

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928008827914

zbMATH Keywords

convex functiontail probabilitiescharacteristic rootsmultivariate normalMill ratio

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Related Items (3)

Bounds on the Bivariate Normal Distribution Function ⋮ Determination of sample size for selecting the smallest ofkpoisson population means ⋮ The evaluation of bivariate normal probabilities for failure of parallel systems

Cites Work

• Inequalities for tail probabilities for the multivariate normal distribution

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