Reconstituting the distribution of the components of a random Vector from distributions of certain statistics |
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Authors: | L B Klebanov |
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Institution: | (1) A. A. Zhdanov Leningrad State University, USSR |
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Abstract: | Let (X1, ..., Xn) be a random vector with independent components. It is proven in this paper that, under certain restrictions, the distributions of the pairS
1=sup (a
1X1, ..., anXn) andS
2=sup (b1X1,...,bnXn) univocally define the distribution function of the components Xj.Translated from Matematicheskie Zametki, Vol. 13, No. 6, pp. 889–892, June, 1973. |
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Keywords: | |
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