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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.
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For a given Gaussian vector, which rectangular parallelepiped with unit volum has the larges...
Let $X$ be a centered Gaussian vector of $\mathbb{R}^n$ and $\Gamma$ its covariance matrix. We assume that diagonal coefficients of $\Gamma$ are all equal to 1.
We are looking for a rectangular paral …