A Probability Inequality for Convolutions of MTP2-Distribution Functions
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866912365330563072 |
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| author | Royen, Thomas |
| author_facet | Royen, Thomas |
| contents | A probability inequality is proved for n-fold convolutions of a smooth cumulative distribution function on (0,infinity)x...x(0,infinity), which is multivariate totally positive of order 2 (MTP2). This inequality is better than an inequality of the same type as the Gaussian correlation inequality for distribution functions. An important example are some multivariate chi-square distributions, derived from the diagonal of a Wishart matrix. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_04143 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A Probability Inequality for Convolutions of MTP2-Distribution Functions Royen, Thomas Probability 60E15 A probability inequality is proved for n-fold convolutions of a smooth cumulative distribution function on (0,infinity)x...x(0,infinity), which is multivariate totally positive of order 2 (MTP2). This inequality is better than an inequality of the same type as the Gaussian correlation inequality for distribution functions. An important example are some multivariate chi-square distributions, derived from the diagonal of a Wishart matrix. |
| title | A Probability Inequality for Convolutions of MTP2-Distribution Functions |
| topic | Probability 60E15 |
| url | https://arxiv.org/abs/2410.04143 |