Some probability inequalities for multivariate gamma and normal distributions

@article{Royen2015SomePI,
  title={Some probability inequalities for multivariate gamma and normal distributions},
  author={Thomas Royen},
  journal={arXiv: Probability},
  year={2015}
}
  • T. Royen
  • Published 2 July 2015
  • Mathematics
  • arXiv: Probability
The Gaussian correlation inequality for multivariate zero-mean normal probabilities of symmetrical n-rectangles can be considered as an inequality for multivariate gamma distributions (in the sense of Krishnamoorthy and Parthasarathy [5]) with one degree of freedom. Its generalization to all integer degrees of freedom and sufficiently large non-integer "degrees of freedom" was recently proved in [10]. Here, this inequality is partly extended to smaller non-integer degrees of freedom and in… 
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