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

comparison inequalitiesmultivariate normality

Mathematics Subject Classification ID

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

Recommendations

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Cites work

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

Cited in

(9)

• A normal comparison inequality and its applications
• Comparison and anti-concentration bounds for maxima of Gaussian random vectors
• Some new normal comparison inequalities related to Gordon's inequality
• Comparison inequalities for order statistics of Gaussian arrays
• Bounds on the Bivariate Normal Distribution Function
• scientific article; zbMATH DE number 4213114 (Why is no real title available?)
• One sided chebyshev inequality when the first four moments are known
• Stochastic orderings of multivariate elliptical distributions
• Bounds and approximations for pairwise comparisons of independent multinormal means

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