Solution of a problem on the identification of parameters by the distribution of the maximum random variable: A multivariate normal case. (English) Zbl 0743.60021
A class of multivariate normal distributions is discussed for which the distribution of the maximum determines the joint distribution.
MSC:
| 60E05 | Probability distributions: general theory |
References:
| [1] | Anderson, T. W., and Ghurye, S. G. (1977). Identification of parameters by the distribution of a maximum random variable.J. Royal Statist. Soc. 39B, 337-342. · Zbl 0378.62020 |
| [2] | Anderson, T. W., and Ghurye, S. G. (1978). Unique factorization of products of bivariate normal cumulative distribution functions.Ann. Inst. Statist. Math. 30, 63-69. · Zbl 0444.62020 · doi:10.1007/BF02480201 |
| [3] | Mukherjea, A., Nakassis, A., and Miyashita, J. (1986). Identification of parameters by the distribution of the maximum random variable: The Anderson-Ghurye theorems.J. Multivariate Anal. 18, 178-186. · Zbl 0589.60013 · doi:10.1016/0047-259X(86)90068-0 |
| [4] | Mukherjea, A., and Stephens, R. (1990). Identification of parameters by the distribution of the maximum random variable: The general multivariate normal case.Prob. Theor. Related Fields 84, 289-296. · Zbl 0685.62048 · doi:10.1007/BF01197886 |
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