A SIMPLE PROOF OF THE GAUSSIAN CORRELATION CONJECTURE EXTENDED TO SOME MULTIVARIATE GAMMA DISTRIBUTIONS
An extension of the Gaussian correlation conjecture (GCC) is proved for multivariate gamma distributions (in the sense of Krishnamoorthy and Parthasarathy). The classical GCC for Gaussian probability measures is obtained by the special case with an integer degree of freedom
probability inequalities, Gaussian correlation conjecture, multivariate gamma distribution.
