A SIMPLE PROOF OF AN INEQUALITY FOR MULTIVARIATE NORMAL PROBABILITIES OF RECTANGLES

被引:15
作者
JOGDEO, K
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1970年 / 41卷 / 04期
关键词
D O I
10.1214/aoms/1177696913
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
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页码:1357 / &
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SLEPIAN D, 1962, BELL SYST TECH J, V41, P463