INEQUALITIES FOR CORRELATED BIVARIATE NORMAL DISTRIBUTION FUNCTION

DOI10.1017/S0269964812000332zbMATH Open1269.60023MaRDI QIDQ4929142FDOQ4929142

Authors: Davaadorjin Monhor 

Publication date: 13 June 2013

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

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zbMATH Keywords

bivariate normal distributionSlepian's inequalities

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (6)

• Bounds on the Bivariate Normal Distribution Function
• Bounds on generalized family-wise error rates for normal distributions
• The multivariate Markov and multiple Chebyshev inequalities
• Comparison inequalities for one sided normal probabilities
• Behavior of FWER in Normal Distributions
• The evaluation of bivariate normal probabilities for failure of parallel systems

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