Abstract
Some results from the theory of total positivity and Schur convexity are applied in deriving inequalities for multivariate normal probabilities having a certain convariance matrix. The result is applied to determine an optimal experimental design in an analysis of covariance model when selection of the best treatment is desired.
Citation
Yosef Rinott. Thomas J. Santner. "An Inequality for Multivariate Normal Probabilities with Application to a Design Problem." Ann. Statist. 5 (6) 1228 - 1234, November, 1977. https://doi.org/10.1214/aos/1176344007
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