Abstract/Details

UNIQUE FACTORIZATION OF PRODUCTS OF NORMAL DISTRIBUTIONS IN N DIMENSIONS

STEPHENS, RICHARD. 
 University of South Florida ProQuest Dissertations Publishing,  1986. 8627236.

Abstract (summary)

In this thesis the problem under consideration is the unique factorization of a product of non-singular multivariate normal cumulative probability distribution functions for dimensions greater than or equal to three. The problem was stated originally in the univariate and bivariate case by T. W. Anderson and S. G. Ghurye. In this thesis, the trivariate case of the problem is solved when each distribution has non-negative partial correlations with at most one partial correlation being zero. In the general n-variate case, the problem is solved when each distribution has positive partial correlations. The method of solution here consists of estimating an asymptotic behavior of each term in the expression for the mixed partial derivative of the natural log of the product of said distributions. It is shown through analyzing these estimates that the parameters of each individual distribution may be identified in terms of their product.

Indexing (details)


Subject
Mathematics
Classification
0405: Mathematics
Identifier / keyword
Pure sciences
Title
UNIQUE FACTORIZATION OF PRODUCTS OF NORMAL DISTRIBUTIONS IN N DIMENSIONS
Author
STEPHENS, RICHARD
Number of pages
105
Degree date
1986
School code
0206
Source
DAI-B 47/08, Dissertation Abstracts International
Place of publication
Ann Arbor
Country of publication
United States
ISBN
979-8-205-95795-3
University/institution
University of South Florida
University location
United States -- Florida
Degree
Ph.D.
Source type
Dissertation or Thesis
Language
English
Document type
Dissertation/Thesis
Dissertation/thesis number
8627236
ProQuest document ID
303517257
Copyright
Database copyright ProQuest LLC; ProQuest does not claim copyright in the individual underlying works.
Document URL
https://www.proquest.com/docview/303517257