Title: Product Inequalities Involving the Multivariate Normal Distribution
Abstract:Abstract Abstract Suppose Y′ = (Y′ 1, …, Y′ k ) possesses a multivariate normal distribution with mean vector 0 and positive semidefinite covariance matrix Σ. If Ci ⊂ Rpi denote convex regions symmetr...Abstract Abstract Suppose Y′ = (Y′ 1, …, Y′ k ) possesses a multivariate normal distribution with mean vector 0 and positive semidefinite covariance matrix Σ. If Ci ⊂ Rpi denote convex regions symmetric about the origin, then conditions are given such that and/or obtain. These conditions imply that chi-squared random variables defined from a multivariate normal distribution are always positively dependent and nonnegatively correlated. Other applications involve conservative simultaneous confidence regions in a multivariate regression setting. Key Words: Product inequalityMultivariate normalWishart matrixSimultaneous confidence intervals in multivariate regressionRead More
Publication Year: 1980
Publication Date: 1980-09-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 4
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