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March, 1982 A Review of Selected Topics in Multivariate Probability Inequalities
Morris L. Eaton
Ann. Statist. 10(1): 11-43 (March, 1982). DOI: 10.1214/aos/1176345688


This paper contains a review of certain multivariate probability inequalities. The inequalities discussed include the FKG inequalities and the related association inequalities, inequalities resulting from Schur convexity and its extension to reflection groups, and inequalities for probabilities of certain convex symmetric sets.


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Morris L. Eaton. "A Review of Selected Topics in Multivariate Probability Inequalities." Ann. Statist. 10 (1) 11 - 43, March, 1982.


Published: March, 1982
First available in Project Euclid: 12 April 2007

zbMATH: 0492.62052
MathSciNet: MR642717
Digital Object Identifier: 10.1214/aos/1176345688

Primary: 62H99
Secondary: 62E99

Keywords: associated random variables , elliptically contoured distributions , FKG inequality , majorization , multivariate probability inequalities , partial orderings , reflection groups

Rights: Copyright © 1982 Institute of Mathematical Statistics

Vol.10 • No. 1 • March, 1982
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