Unique factorization of products of bivariate normal cumulative distribution functions

zbMath0444.62020MaRDI QIDQ1144857

T. W. Anderson, S. G. Ghurye

Publication date: 1978

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

unique factorization of products of bivariate normal cumulative distribution functions

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62E15: Exact distribution theory in statistics

62E10: Characterization and structure theory of statistical distributions

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Identification of parameters and the distribution of the minimum of the tri-variate normal, 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, The problem of identification of parameters by the distribution of the maximum random variable, Solution of a problem on the identification of parameters by the distribution of the maximum random variable: A multivariate normal case, Identification of parameters by the distribution of the maximum random variable: The general multivariate normal case.

Cites Work

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• Mill's ratio for multivariate normal distributions
• An asymptotic expansion for the multivariate normal distribution and Mills' ratio