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Inequality multivariate normal distribution 1
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Chen, Louis H. Y. 1
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Journal of Multivariate Analysis 1
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An inequality for the multivariate normal distribution
Chen, Louis H. Y. - In: Journal of Multivariate Analysis 12 (1982) 2, pp. 306-315
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...
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