Monotonicity of certain multivariate normal probabilities

DOI10.2307/3315277zbMath0374.62053OpenAlexW2146415409MaRDI QIDQ4151591

Morris L. Eaton, Michael D. Perlman

Publication date: 1975

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315277

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Unnamed Item
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• A Theorem on Convex Sets with Applications
• On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
• A Simple Proof of an Inequality for Multivariate Normal Probabilities of Rectangles

This page was built for publication: Monotonicity of certain multivariate normal probabilities