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An inequality for the multivariate normal distribution

โœ Scribed by Louis H.Y Chen


Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
386 KB
Volume
12
Category
Article
ISSN
0047-259X

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๐Ÿ“œ SIMILAR VOLUMES


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โœ N. Papadatos; V. Papathanasiou ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 276 KB

Upper bounds for the total variation distance between two arbitrary multivariate distributions are obtained in terms of the corresponding w-functions. The results extend some previous inequalities satisfied by the normal distribution. Some examples are also given.

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