Comparison inequalities for one sided normal probabilities

DOI10.1007/S10959-009-0248-0zbMATH Open1181.60026OpenAlexW2022082787MaRDI QIDQ1047166FDOQ1047166

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

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• INEQUALITIES FOR CORRELATED BIVARIATE NORMAL DISTRIBUTION FUNCTION

zbMATH Keywords

multivariate normalitycomparison inequalities

Mathematics Subject Classification ID

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

Cites Work

• Extremes and related properties of random sequences and processes
• Title not available (Why is that?)
• Some inequalities for Gaussian processes and applications
• A normal comparison inequality and its 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
• One sided chebyshev inequality when the first four moments are known
• A normal comparison inequality and its applications
• Comparison Inequalities for Order Statistics of Gaussian Arrays
• Bounds and approximations for pairwise comparisons of independent multinormal means
• Some new normal comparison inequalities related to Gordon's inequality

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