Inequalities for tail probabilities for the multivariate normal distribution

DOI10.1080/03610927608827386MaRDI QIDQ3883317zbMATH OpenOpenAlexFDO

Authors W. L. Harkness, Ashok V. Godambe

Publication date 1976

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

Full work available at URL https://doi.org/10.1080/03610927608827386

zbMATH Keywords

inequalitiesmultivariate normal distributiontail probabilities

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cites work

• An Inequality for Mill's Ratio
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)

Cited in

(4)

• The evaluation of bivariate normal probabilities for failure of parallel systems
• Bounds on the Bivariate Normal Distribution Function
• A note on the inequalities for tail probability of the multivariate normal distribution
• Determination of sample size for selecting the smallest ofkpoisson population means

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