INEQUALITIES FOR CORRELATED BIVARIATE NORMAL DISTRIBUTION FUNCTION

DOI10.1017/S0269964812000332zbMath1269.60023MaRDI QIDQ4929142

Davaadorjin Monhor

Publication date: 13 June 2013

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

bivariate normal distributionSlepian's inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

Related Items (2)

The multivariate Markov and multiple Chebyshev inequalities ⋮ The evaluation of bivariate normal probabilities for failure of parallel systems

Cites Work

• Pricing of point-to-point bandwidth contracts
• Optimal paths in graphs with stochastic or multidimensional weights
• A Multivariate Tchebycheff Inequality
• Simulated annealing in compound Gaussian random fields (image processing)
• Shortest Paths in Probabilistic Graphs
• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• An Approximation to the Probability Integral

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