# 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} }

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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