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Slepian's inequality via the central limit theorem |
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| Authors: | Fred W Huffer |
| Abstract: | We define a partial ordering of distributions which is preserved under convolutions and scale transformations. Some properties of this partial ordering are developed and then used to give a new argument for Slepian's inequality (1962). |
| Keywords: | Slepian's inequality partial orderings of distributions L-super-additive functions multivariate normal distribution |