INEQUALITIES FOR CORRELATED BIVARIATE NORMAL DISTRIBUTION FUNCTION

DOI10.1017/S0269964812000332MaRDI QIDQ4929142zbMATH OpenFDO

Authors Davaadorjin Monhor

Publication date 13 June 2013

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

Full work available at URL https://doi.org/10.1017/S0269964812000332

zbMATH Keywords

bivariate normal distributionSlepian's inequalities

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15)

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Cites work

• A Multivariate Tchebycheff Inequality
• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• An Approximation to the Probability Integral
• Optimal paths in graphs with stochastic or multidimensional weights
• Pricing of point-to-point bandwidth contracts
• Shortest Paths in Probabilistic Graphs
• Simulated annealing in compound Gaussian random fields (image processing)

Cited in

(9)

• Comparison inequalities for one sided normal probabilities
• The evaluation of bivariate normal probabilities for failure of parallel systems
• Bounds on the Bivariate Normal Distribution Function
• scientific article; zbMATH DE number 4213404 (Why is no real title available?)
• scientific article; zbMATH DE number 1047764 (Why is no real title available?)
• The multivariate Markov and multiple Chebyshev inequalities
• Behavior of FWER in Normal Distributions
• Bounds on generalized family-wise error rates for normal distributions
• Asymptotic error of Bonferroni procedure under weak dependence via Chen-Stein method

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