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Indexed by:期刊论文

Date of Publication:2009-06-15

Journal:JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

Included Journals:SCIE

Volume:354

Issue:2

Page Number:704-707

ISSN No.:0022-247X

Key Words:Multivariate Mills' ratio

Abstract:An upper bound of multivariate Gaussian probability for a general convex domain D is given based on a geometric observation. The bound is sharper than known ones on multivariate Mills' ratio in many cases. (C) 2009 Elsevier Inc. All rights reserved.