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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. Tri-variate normal Parameter identification Minimum variate Asymptotic order Tail probabilities American Studies Arts and Humanities