A note on the inequalities for tail probability of the multivariate normal distribution |
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| Authors: | Y. S. Sathe S. R. Lingras |
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| Affiliation: | University of Bombay , India |
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| Abstract: | In this paper inequalities given by Harkness Godambe (1976) for the rail probabilities of the multivariate normal distribution in the equicorrelated case are improved by using the properties of the characteristic roots of a matrix and of the convex function. |
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| Keywords: | convex function characteristic roots Mill's ratio multivariate normal distribution |
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