| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152061 | Statistics & Probability Letters | 2013 | 6 Pages |
Abstract
Sarkar (1998) showed that certain positively dependent (MTP2) random variables satisfy the Simes inequality. The multivariate-tt distribution does not satisfy this (MTP2) property, so other means are necessary. A corollary was given in Sarkar (1998) to handle this distribution, but there is an error. In this paper a direct proof is given to show the multivariate-tt does satisfy the Simes inequality.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Henry W. Block, Thomas H. Savits, Jie Wang, Sanat K. Sarkar,