A CHEBYSHEV INEQUALITY FOR MULTIVARIATE NORMAL DISTRIBUTION

DOI10.1017/S0269964807070179zbMath1132.60018MaRDI QIDQ3444653

Davaadorjin Monhor

Publication date: 4 June 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

covariance matrixvarianceGauss inequalityJeng's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

The multivariate Markov and multiple Chebyshev inequalities ⋮ Isoseparation and robustness in parametric Bayesian inference

Cites Work

• An inequality for the Dirichlet distribution
• A Multivariate Tchebycheff Inequality
• Simulated annealing in compound Gaussian random fields (image processing)

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