© 1977 by Biometrika Trust
An inequality for certain bivariate probability integrals
Department of Mathematics, Imperial College London
Let µ be an arbitrary radially symmetries bivariate probability distribution oentred at O. An inequality is given comparing the probability content with respect to µ of two different polygons circumscribing the same fixed circle, centre O. The result covers a number of cases of interest for comparing the width of simultaneous confidence intervals.
Key Words: Bivariate distribution Confidenoe region Normal distribution Simultaneous inference