• Refine Query
  • Source
  • Publication year
  • to
  • Language
  • No language data
  • Tagged with
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Identification of the Parameters When the Density of the Minimum is Given

Davis, John C 30 May 2007 (has links)
Let (X1, X2, X3) be a tri-variate normal vector with a non-singular co-variance matrix ∑ , where for i ≠ j, ∑ij < 0 . It is shown here that it is then possible to determine the three means, the three variances and the three correlation coefficients based only on the knowledge of the probability density function for the minimum variate Y = min{X1 , X2 , X3 }. We will present a method for identifying the nine parameters which consists of careful determination of the asymptotic orders of various bivariate tail probabilities.

Page generated in 0.0385 seconds