Failure rate of the minimum and maximum of a multivariate normal distribution

• 19 April 2001
• journal article
• Published by Springer Nature in Metrika
• Vol. 53  (1) , 39-49
• https://doi.org/10.1007/s001840000093

Abstract

Keywords

• KEY WORDS: MAXIMUM
• MINIMUM
• FAILURE RATE
• MONOTONICITY