A centered Gaussian with smaller covariance assigns at least as much probability as one with larger covariance to any closed convex set with reference probability at least 1/2.
The association between gonadectomy and timing of gonadectomy, and the risk of canine cranial cruciate ligament disease: a systematic review and meta-analysis , volume =
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Gaussian comparison above the median
A centered Gaussian with smaller covariance assigns at least as much probability as one with larger covariance to any closed convex set with reference probability at least 1/2.