Monotonicity of certain multivariate normal probabilities

DOI10.2307/3315277MaRDI QIDQ4151591zbMATH OpenOpenAlexFDO

Authors Morris L. Eaton, Michael D. Perlman

Publication date 1975

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315277

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• scientific article; zbMATH DE number 3400223 (Why is no real title available?)
• A Simple Proof of an Inequality for Multivariate Normal Probabilities of Rectangles
• A Theorem on Convex Sets with Applications
• On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities

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