This paper contains a review of certain multivariate probability inequalities. The inequalities discussed include the FKG inequalities and the related association inequalities, inequalities resulting from Schur convexity and its extension to reflection groups, and inequalities for probabilities of certain convex symmetric sets.
Publié le : 1982-03-14
Classification:
multivariate probability inequalities,
partial orderings,
FKG inequality,
associated random variables,
majorization,
reflection groups,
elliptically contoured distributions,
62H99,
62E99
@article{1176345688,
author = {Eaton, Morris L.},
title = {A Review of Selected Topics in Multivariate Probability Inequalities},
journal = {Ann. Statist.},
volume = {10},
number = {1},
year = {1982},
pages = { 11-43},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345688}
}
Eaton, Morris L. A Review of Selected Topics in Multivariate Probability Inequalities. Ann. Statist., Tome 10 (1982) no. 1, pp. 11-43. http://gdmltest.u-ga.fr/item/1176345688/