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Correlation inequality Periodic functions 1
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Basu, Ayanendranath 1 Bhandari, Subir K. 1
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Statistics & Probability Letters 1
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On Gaussian correlation inequalities for "periodic" sets
Bhandari, Subir K.; Basu, Ayanendranath - In: Statistics & Probability Letters 73 (2005) 3, pp. 315-320
Let A and B be convex sets in containing the origin which are invariant under rotation around the origin by a 2[pi]/k angle, k=2,3,4,5,... . In this paper we establish the correlation inequality P(A[intersection]B)[greater-or-equal, slanted]P(A)P(B) under the N2(0,I2) distribution of X, for...
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