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.
Publié le : 1977-11-14
Classification:
Schur-concavity,
total positivity,
optimal design,
ranking and selection,
62F07,
62K05
@article{1176344007,
author = {Rinott, Yosef and Santner, Thomas J.},
title = {An Inequality for Multivariate Normal Probabilities with Application to a Design Problem},
journal = {Ann. Statist.},
volume = {5},
number = {1},
year = {1977},
pages = { 1228-1234},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344007}
}
Rinott, Yosef; Santner, Thomas J. An Inequality for Multivariate Normal Probabilities with Application to a Design Problem. Ann. Statist., Tome 5 (1977) no. 1, pp. 1228-1234. http://gdmltest.u-ga.fr/item/1176344007/