Abstract
The problem of characterizing the rectangular region of maximum probability content among the rectangles of fixed area is considered. The rectangles are assumed to have their sides parallel to the axes and the bivariate distribution is assumed to have density elliptically contoured and unimodal.
Citation
S. Kunte. R. N. Rattihalli. "Rectangular Regions of Maximum Probability Content." Ann. Statist. 12 (3) 1106 - 1108, September, 1984. https://doi.org/10.1214/aos/1176346727
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