The problem of identification of parameters by the distribution of the maximum random variable

DOI10.1016/0047-259X(86)90068-0zbMath0589.60013MaRDI QIDQ1074213

Arunava Mukherjea, J. Miyashita, Anastase Nakassis

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Cauchy distributionidentification of parametersnormal distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (7)

Identification of parameters and the distribution of the minimum of the tri-variate normal ⋮ Identification of parameters of Poisson distributions by the extreme order statistics ⋮ Poisson distributions: identification of parameters from the distribution of the maximum and a conjecture on the partial sums of the power series for \(\exp(x)\) ⋮ The problem of identification of parameters by the distribution of the maximum random variable: Solution for the trivariate normal case ⋮ Solution of a problem on the identification of parameters by the distribution of the maximum random variable: A multivariate normal case ⋮ Identification of parameters from the distribution of the maximum or minimum of Poisson random variables ⋮ Identification of parameters by the distribution of the maximum random variable: The general multivariate normal case.

Cites Work

• Unnamed Item
• Unique factorization of products of bivariate normal cumulative distribution functions
• Mill's ratio for multivariate normal distributions
• An asymptotic expansion for the multivariate normal distribution and Mills' ratio

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