A Cram\'er-Wold theorem for mixtures
Probability
2025-06-06 v2
Abstract
We show how a Cram\'er-Wold theorem for a family of multivariate probability distributions can be used to generate a similar theorem for mixtures (convex combinations) of distributions drawn from the same family. Using this abstract result, we establish a Cram\'er-Wold theorem for mixtures of multivariate Gaussian distributions. According to this theorem, two such mixtures can be distinguished by projecting them onto a certain predetermined finite set of lines, the number of lines depending only on the total number Gaussian distributions involved and on the ambient dimension. A similar result is also obtained for mixtures of multivariate -distributions.
Cite
@article{arxiv.2410.22038,
title = {A Cram\'er-Wold theorem for mixtures},
author = {Ricardo Fraiman and Leonardo Moreno and Thomas Ransford},
journal= {arXiv preprint arXiv:2410.22038},
year = {2025}
}
Comments
12 pages