On Gaussian Correlation Inequalities for Rectangles and Symmetric Sets
2002 ◽
Vol 53
(3-4)
◽
pp. 245-248
Keyword(s):
Pitt's conjecture (1977) that P( A ∩ B) ≥ P( A) P( B) under the Nn (0, In) distribution of X, where A, B are symmetric convex sets in IRn still lacks a complete proof. This note establishes that the above result is true when A is a symmetric rectangle while B is any symmetric convex set, where A, B ∈ IRn. We give two different proofs of the result, the key component in the first one being a recent result by Hargé (1999). The second proof, on the other hand, is based on a rather old result of Šidák (1968), dating back a period before Pitt's conjecture.
1997 ◽
Vol 07
(06)
◽
pp. 551-562
Keyword(s):
1987 ◽
Vol 35
(3)
◽
pp. 441-454
Keyword(s):
2019 ◽
Vol 169
(1)
◽
pp. 209-223
Keyword(s):
1999 ◽
Vol 173
◽
pp. 249-254
Keyword(s):
1969 ◽
Vol 27
◽
pp. 6-7
Keyword(s):
1980 ◽
Vol 38
◽
pp. 30-33
2005 ◽
Vol 19
(3)
◽
pp. 129-132
◽
Keyword(s):