A Bienaymé-Chebyshev inequality for scale mixtures of the multivariate normal distribution

DOI10.7153/MIA-12-67MaRDI QIDQ3405682zbMATH OpenOpenAlexFDO

Authors Tamás F. Móri, Villő Csiszár

Publication date 11 February 2010

Published in Mathematical Inequalities & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7153/mia-12-67

zbMATH Keywords

Chebyshev inequalitymultivariate normal distributionscale mixtures

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cited in

(4)

• A multivariate Chebyshev bound of the Selberg form
• Chebyshev-type inequalities for scale mixtures
• A CHEBYSHEV INEQUALITY FOR MULTIVARIATE NORMAL DISTRIBUTION
• Calculation of multivariate Chebyshev-type inequalities

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