  The main results imply that the probability P(\ZZ\in A+\th) is
Schur-concave/Schur-convex in (\th_1^2,\dots,\th_k^2) provided that the
indicator function of a set A in \R^k is so, respectively; here,
\th=(\th_1,\dots,\th_k) in \R^k and \ZZ is a standard normal random vector in
\R^k. Moreover, it is shown that the Schur-concavity/Schur-convexity is strict
unless the set A is equivalent to a spherically symmetric set. Applications to
testing hypotheses on multivariate means are given.
