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Association of Normal Random Variables and Slepian's Inequality

Kumar Joag-Dev, Michael D. Perlman and Loren D. Pitt
The Annals of Probability
Vol. 11, No. 2 (May, 1983), pp. 451-455
Stable URL: http://www.jstor.org/stable/2243701
Page Count: 5
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Association of Normal Random Variables and Slepian's Inequality
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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.

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