Abstract
We establish several such new inequalities that improve the accuracy of bounding the probability content of bivariate normal distribution function by the Slepian's inequalities. Apart from the improvement of the accuracy, their easy–to–compute form is another attractive feature of these new inequalities which fact is of considerable interest for both theoretical and practical applications. A novel application possibility is mentioned, too.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
4 articles.
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