Release Time:2019-03-09  Hits:

Indexed by: Journal Article

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: 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.