Abstract
A simple extension of Slepian's inequality is given which implies the original inequality and the result that positively correlated normal random variables are associated. Extensions to elliptically contoured distributions are given.
Citation
Kumar Joag-Dev. Michael D. Perlman. Loren D. Pitt. "Association of Normal Random Variables and Slepian's Inequality." Ann. Probab. 11 (2) 451 - 455, May, 1983. https://doi.org/10.1214/aop/1176993610
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