Geodesic
A chain of inequalities for some types of multivariate distributions, with nine special cases
Applications of Mathematics, Tome 18 (1973) no. 2, pp. 110-118
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Generalizing the result by Y. L. Tong, a chain of inequalities for probabilities in some types of multivariate distributions is proved. These inequalities embrace a large number of interesting special cases. Nine illustrations are given: cases of multivariate equicorrelated normal, $t,\chi^2$, Poisson, exponential distributions, normal and rank statistics for comparing many treatments with one control, order statistics used in estimating quantiles, and characteristic roots of covariance matrices in certain multiple sampling.
Generalizing the result by Y. L. Tong, a chain of inequalities for probabilities in some types of multivariate distributions is proved. These inequalities embrace a large number of interesting special cases. Nine illustrations are given: cases of multivariate equicorrelated normal, $t,\chi^2$, Poisson, exponential distributions, normal and rank statistics for comparing many treatments with one control, order statistics used in estimating quantiles, and characteristic roots of covariance matrices in certain multiple sampling.
DOI : 10.21136/AM.1973.103457
Classification : 60E05, 62E10, 62H10 
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Šidák, Zbyněk. A chain of inequalities for some types of multivariate distributions, with nine special cases. Applications of Mathematics, Tome 18 (1973) no. 2, pp. 110-118. doi: 10.21136/AM.1973.103457

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