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

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

Related Items (6)

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

Cites Work

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

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