Surveys in Mathematics and its Applications

ISSN 1842-6298 (electronic), 1843-7265 (print)
 Volume 5 (2010), 311 -- 320

IDENTIFIABILITY OF THE MULTIVARIATE NORMAL BY THE MAXIMUM AND THE MINIMUM

Arunava Mukherjea

Abstract. In this paper, we have discussed theoretical problems in statistics on identification of parameters of a non-singular multi-variate normal when only either the distribution of the maximum or the distribution of the minimum is known.

2010 Mathematics Subject Classification: 62H05; 62H10; 60E05.
Keywords: Multivariate normal distributions; Identification of parameters.

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Arunava Mukherjea
Department of Mathematics,
The University of Texas-Pan American,
1201 West University, Edinburg, Tx, 78541, USA.
e-mail: arunava.mukherjea@gmail.com



http://www.utgjiu.ro/math/sma