Lu, Dawei; Wang, Xiaoguang - In: Statistics & Probability Letters 88 (2014) C, pp. 133-140
Let {ξi,j} and {ηi,j}(1≤i≤n,1≤j≤m) be standard Gaussian random variables. Gordon’s inequality says that if E(ξi,jξi,k)≥E(ηi,jηi,k) for 1≤i≤n,1≤j,k≤m, and E(ξi,jξl,k)≤E(ηi,jηl,k) for 1≤i≠l≤n,1≤j,k≤m, the lower bound...