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Characterization of multivariate distributions by means of univariate one

Statistics Theory 2018-08-17 v1 Statistics Theory

Abstract

The aim of this paper is to show a possibility to identify multivariate distribution by means of specially constructed one-dimensional random variable. We give some inequalities which may appear to helpful for a construction of multivariate two-sample tests. Key words: inequalities; multivariate distributions; two-sample tests

Keywords

Cite

@article{arxiv.1808.05214,
  title  = {Characterization of multivariate distributions by means of univariate one},
  author = {Lev B. Klebanov and Irina V. Volchenkova},
  journal= {arXiv preprint arXiv:1808.05214},
  year   = {2018}
}