Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151435 | Statistics & Probability Letters | 2015 | 6 Pages |
Abstract
We establish a partial stochastic dominance result for the maximum of a multivariate Gaussian random vector with positive intraclass correlation coefficient and negative expectation. Specifically, we show that the distribution function intersects that of a standard Gaussian exactly once.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Amanda Turner, John Whitehead,