| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129978 | Statistics & Probability Letters | 2017 | 8 Pages |
Abstract
In this paper, we generalize Slepian's inequality based on majorization. We obtain some sufficient conditions for ordering results of multivariate normal distributions with different variance vectors and different correlation coefficients. It is shown these conditions are also necessary in some cases.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ying Ding, Xinsheng Zhang,