Y. L. Tong
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Probability Inequalities in Multivariate Distributions (eBook, PDF)

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Probability Inequalities in Multivariate Distributions is a comprehensive treatment of probability inequalities in multivariate distributions, balancing the treatment between theory and applications. The book is concerned only with those inequalities that are of types T1-T5. The conditions for such inequalities range from very specific to very general.Comprised of eight chapters, this volume begins by presenting a classification of probability inequalities, followed by a discussion on inequalities for multivariate normal distribution as well as their dependence on correlation coefficients. The...

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