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Slepian’s inequality with respect to majorization |
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| Authors: | Longxiang Fang Xinsheng Zhang |
| Affiliation: | a Department of Statistics, Fudan University, Shanghai 200433, PR China b Department of Mathematics and Computer Science, Anhui Normal University, Wuhu 241000, PR China |
| Abstract: | In this paper, we obtain some sufficient conditions for Slepian’s inequality with respect to majorization for two Gaussian random vectors. |
| Keywords: | 60E15 62G30 |
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