A Simple Proof of an Inequality for Multivariate Normal Probabilities of Rectangles

DOI10.1214/aoms/1177696913zbMath0225.62068OpenAlexW2019008505MaRDI QIDQ5631926

Kumar Jogdeo

Publication date: 1970

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177696913

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (4)

Maximal Inequalities for Fractional Brownian Motion: An Overview ⋮ Multivariate distributions: inequalities and limit theorems ⋮ Monotonicity of certain multivariate normal probabilities ⋮ A note on C. G. Khatri's and A. Scott's papers on multivariate normal distributions

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