Recovering a Gaussian distribution from its minimum

MaRDI QIDQ6264378zbMATH OpenFDO

Authors Ricardo L. Restrepo, Carlos Alberto Marín, Jose Solano

Publication date 9 August 2015

Mathematics Subject Classification ID

Radon transform (44A12) Probability theory (educational aspects) (97K50)

Abstract: Let $X=(X_1,X_2,X_3)$ be a Gaussian random vector such that $XsimmathcalN(0,Sigma)$. We consider the problem of determining the matrix $Sigma$, up to permutation, based on the knowledge of the distribution of $X_{mathrmmin}:=min(X_1,X_2,X_3)$. Particularly, we establish a connection between this identification problem and a geometric identification problem in the context of the theory of the circular radon transform.

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