An inequality for the multivariate normal distribution

Louis H. Y. Chen

Journal of Multivariate Analysis, 1982, vol. 12, issue 2, 306-315

Abstract: Herman Chernoff used Hermite polynomials to prove an inequality for the normal distribution. This inequality is useful in solving a variation of the classical isoperimetric problem which, in turn, is relevant to data compression in the theory of element identification. As the inequality is of interest in itself, we prove a multivariate generalization of it using a different argument.

Keywords: Inequality; multivariate; normal; distribution (search for similar items in EconPapers)
Date: 1982
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Citations: View citations in EconPapers (10)

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