A Probability Inequality for Convolutions of MTP2-Distribution Functions
Cornell University (Hrsg). arxiv.org. Ithaca, New York. 2024 3 S.
Erscheinungsjahr: 2024
Publikationstyp: Diverses
Sprache: Englisch
Inhaltszusammenfassung
A probability inequality is proved for n-fold convolutions of a smooth cumulative distribution function on (0,infinity)x...x(0,infinity), which is multivariate totally positive of order 2 (MTP2). This inequality is better than the inequality of the same form as the Gaussian correlation inequality for distributions functions. An example are some multivariate chi-square distributions, derived from the diagonal of a Wishart-matrxPLOD
Klassifikation
DFG Fachgebiet:
Mathematik
DDC Sachgruppe:
Mathematik
