Comparison inequalities for one sided normal probabilities

DOI10.1007/S10959-009-0248-0MaRDI QIDQ1047166zbMATH OpenOpenAlexFDO

Authors Liqing Yan

Publication date 4 January 2010

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-009-0248-0

zbMATH Keywords

multivariate normalitycomparison inequalities

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Brownian motion (60J65)

Recommendations

• Bounds on the Bivariate Normal Distribution Function
• Some new normal comparison inequalities related to Gordon's inequality
• A normal comparison inequality and its applications
• scientific article; zbMATH DE number 125959
• INEQUALITIES FOR CORRELATED BIVARIATE NORMAL DISTRIBUTION FUNCTION

Cites work

• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• A normal comparison inequality and its applications
• Extremes and related properties of random sequences and processes
• Some inequalities for Gaussian processes and applications

Cited in

(8)

• Bounds on the Bivariate Normal Distribution Function
• Stochastic orderings of multivariate elliptical distributions
• Comparison and anti-concentration bounds for maxima of Gaussian random vectors
• Comparison inequalities for order statistics of Gaussian arrays
• One sided chebyshev inequality when the first four moments are known
• A normal comparison inequality and its applications
• Bounds and approximations for pairwise comparisons of independent multinormal means
• Some new normal comparison inequalities related to Gordon's inequality

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