Abstract
We generalize a strong form of the three-dimensional Gaussian product inequality studied by Herry et al. (2024), who resolved the case of any triple of even positive integers. We extend the result to any triple consisting of a pair of positive real numbers and an even positive integer. Our result includes all existing results on the three-dimensional Gaussian product inequality conjecture.
Original language | English |
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Article number | 110276 |
Journal | Statistics and Probability Letters |
Volume | 216 |
DOIs | |
Publication status | Published - 2025 Jan |
Bibliographical note
Publisher Copyright:© 2024 Elsevier B.V.
Keywords
- Covariance matrix
- Gaussian product inequality
- Gaussian random vector
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty