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A note on multivariate Gaussian estimates |
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| Authors: | Dawei Lu Wenbo V Li |
| Institution: | a Department of Applied Mathematics, Dalian University of Technology, Dalian 116023, China b Department of Mathematical Sciences, University of Delaware, Newark, DE 19716, United States |
| Abstract: | An upper bound of multivariate Gaussian probability for a general convex domain D is given based on a geometric observation. The bound is sharper than known ones on multivariate Mills' ratio in many cases. |
| Keywords: | Multivariate Mills' ratio |
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