Solution of a problem on the identification of parameters by the distribution of the maximum random variable: a multivariate normal case |
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| Authors: | J Gong A Mukherjea |
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| Institution: | (1) University of South Florida, 33620-5700 Tampa, Florida |
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| Abstract: | In this paper we solve the problem of unique factorization of products ofn-variate nonsingular normal distributions with covariance matrices of the form  ,
ij
=p
i
j
fori j, =
i
2
,j=j,p0. |
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| Keywords: | Multivariate normal distributions identification of parameters |
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