A Monotonicity Property of the Multivariate Normal Distribution.
Abstract
A monotonicity property of the function F(y;a sub 1,...,a sub p) = P(x sub 1 = or > y(verticle line)X sub i = or > a sub i i = 1,...,p) is proved, where (X sub 1,...,X sub p) has a multivariate normal distribution.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 23, 1974
- Accession Number
- ADA009856
Entities
People
- K. Alam
Organizations
- Clemson University