The integral of a symmetric unimodal function over a symmetric convex set and some probability inequalities
T. W. Anderson
- Vol. 6, Iss: 2, pp 170-176
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The article was published on 1955-02-01 and is currently open access. It has received 552 citations till now. The article focuses on the topics: Convex set & Subderivative.read more
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On multivariate normal probabilities of rectangles: their dependence on correlations'
TL;DR: In this article, it was shown that the non-decreasing function of correlations is not always a function of the covariance matrix of the correlation matrix, and that it is true locally in the case of equicorrelated variables.
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Approximation, metric entropy and small ball estimates for Gaussian measures
Wenbo V. Li,Werner Linde +1 more
TL;DR: This work relates the small ball behavior of a Gaussian measure μ on a Banach space E with the metric entropy behavior of K μ, the unit ball of the reproducing kernel Hilbert space of μ in E to enable the application of tools and results from functional analysis to small ball problems.
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Some results on the multivariate truncated normal distribution
TL;DR: In this paper, the authors formalized some analytical results on the n-dimensional multivariate truncated normal distribution where truncation is one-sided and at an arbitrary point, and provided results on linear transformations, marginal and conditional distributions, and independence.
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Correlated jamming on MIMO Gaussian fading channels
TL;DR: This work finds the unique saddle point of this game, and proves the somewhat surprising result that the knowledge of the channel input is useless to the jammer.
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Some generalizations of the T-method in simultaneous inference☆
TL;DR: In this paper, two extensions of the T-method for multiple comparisons on a set of parameters are discussed, which are easily applied to cases where the allied random variables do not satisfy the usual conditions imposed by the T method.
References
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Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
TL;DR: In this article, a general method for calculating the limiting distributions of these criteria is developed by reducing them to corresponding problems in stochastic processes, which in turn lead to more or less classical eigenvalue and boundary value problems for special classes of differential equations.
BookDOI
Theorie der Konvexen Körper
T. Bonnesen,W. Fenchel +1 more
TL;DR: In this article, Minkowski et al. den engen Zusammenhang dieser Begriffbildungen und Satze mit der Frage nach der bestimmung konvexer Flachen durch ihre GAusssche Krtim mung aufgedeckt und tiefliegende diesbeztigliche Satze bewiesen.
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The Cramer-Smirnov Test in the Parametric Case
TL;DR: In this paper, the authors extended the Cramer-Smirnov and von Mises test to the parametric case, a suggestion of Cramer [1], see also [2].