Lu, Dawei; Wang, Xiaoguang - In: Statistics & Probability Letters 88 (2014) C, pp. 133-140
Let {ξi,j} and {ηi,j}(1≤i≤n,1≤j≤m) be standard Gaussian random variables. Gordon’s inequality says that if E …{ηi,j≤λi,j}) is at least 1. In this paper, two refinements of upper bound for Gordon’s inequality are given. …