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.
Publié le : 1996-04-14
Classification:
Convex sets,
inequalities,
unimodal functions,
elliptically contoured distributions,
monotonicity of power functions,
60D05,
60E15,
62H15
@article{1032894463,
author = {Anderson, T. W.},
title = {Some inequalities for symmetric convex sets with applications},
journal = {Ann. Statist.},
volume = {24},
number = {6},
year = {1996},
pages = { 753-762},
language = {en},
url = {http://dml.mathdoc.fr/item/1032894463}
}
Anderson, T. W. Some inequalities for symmetric convex sets with applications. Ann. Statist., Tome 24 (1996) no. 6, pp. 753-762. http://gdmltest.u-ga.fr/item/1032894463/