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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 1973 Volume 13, Issue 6, Pages 889–892 (Mi mzm7193)

This article is cited in 1 paper

Reconstituting the distribution of the components of a random Vector from distributions of certain statistics

L. B. Klebanov

A. A. Zhdanov Leningrad State University

Abstract: Let $(X_1,\dots,X_n)$ be a random vector with independent components. It is proven in this paper that, under certain restrictions, the distributions of the pair $S_1=\sup(a_1X_1,\dots,a_nX_n)$ and $S_2=\sup(b_1X_1,\dots,b_nX_n)$ univocally define the distribution function of the components $X_j$.

UDC: 519.2

Received: 22.05.1972


 English version:
Mathematical Notes, 1973, 13:6, 531–532

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© Steklov Math. Inst. of RAS, 2024