A simple proof of the Gaussian correlation conjecture extended to some multivariate gamma distributions
Far East Journal of Theoretical Statistics. Bd. 48. H. 2. Allahabad: Pushpa Publishing House 2014 S. 139 - 145
Erscheinungsjahr: 2014
ISBN/ISSN: 0972-0863
Publikationstyp: Zeitschriftenaufsatz
Sprache: Englisch
| Geprüft | Bibliothek |
Inhaltszusammenfassung
An extension of the Gaussian correlation conjecture (GCC) is proved for multivariate gamma distributions (in the sense of Krishnamoorthy and Parthasarathy). The classical GCC for Gaussian probability measures is obtained by the special case with one degree of freedom.
Klassifikation
DDC Sachgruppe:
Mathematik
