Some inequalities for symmetric convex sets with applications
T. W. Anderson
Source: Ann. Statist. Volume 24, Number 2
(1996), 753-762.
Abstract
Under appropriate conditions the probability of a convex symmetric set decreases as the spread or scatter of the distribution increases. This paper studies the conditions when the random vector has a symmetric unimodal distribution.
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Keywords: Convex sets; inequalities; unimodal functions; elliptically contoured distributions; monotonicity of power functions
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aos/1032894463
Mathematical Reviews number (MathSciNet): MR1394986
Digital Object Identifier: doi:10.1214/aos/1032894463
Zentralblatt MATH identifier: 0865.60009
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Project Euclid: euclid.aoms/1177728435
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