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Identification of parameters and the distribution of the minimum of the tri-variate normal

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  • Bi, L.
  • Mukherjea, A.

Abstract

In this note, for tri-variate normal distributions, we consider the problem of the identification of parameters when only the distribution of the minimum is known.

Suggested Citation

  • Bi, L. & Mukherjea, A., 2010. "Identification of parameters and the distribution of the minimum of the tri-variate normal," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1819-1826, December.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1819-1826
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    References listed on IDEAS

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    1. Mukherjea, A. & Nakassis, A. & Miyashita, J., 1986. "The problem of identification of parameters by the distribution of the maximum random variable," Journal of Multivariate Analysis, Elsevier, vol. 18(2), pages 178-186, April.
    2. Davis, J. & Mukherjea, A., 2007. "Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1141-1159, July.
    3. Basu, A. P. & Ghosh, J. K., 1978. "Identifiability of the multinormal and other distributions under competing risks model," Journal of Multivariate Analysis, Elsevier, vol. 8(3), pages 413-429, September.
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    Cited by:

    1. Uwe Thuemmel, 2018. "Optimal Taxation of Robots," CESifo Working Paper Series 7317, CESifo.

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