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Some new inequalities for the gamma function

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 Added by Xiaodong Cao
 Publication date 2015
  fields
and research's language is English
 Authors Xiaodong Cao




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In this paper, we present some new inequalities for the gamma function. The main tools are the multiple-correction method developed in our previous works, and a generalized Morticis lemma.

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98 - Thomas Royen 2015
The Gaussian correlation inequality for multivariate zero-mean normal probabilities of symmetrical n-rectangles can be considered as an inequality for multivariate gamma distributions (in the sense of Krishnamoorthy and Parthasarathy [5]) with one degree of freedom. Its generalization to all integer degrees of freedom and sufficiently large non-integer degrees of freedom was recently proved in [10]. Here, this inequality is partly extended to smaller non-integer degrees of freedom and in particular - in a weaker form - to all infinitely divisible multivariate gamma distributions. A further monotonicity property - sometimes called more PLOD (positively lower orthant dependent) - for increasing correlations is proved for multivariate gamma distributions with integer or sufficiently large degrees of freedom.
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