An inequality for the multivariate normal distribution
โ Scribed by Louis H.Y Chen
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 386 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Upper bounds for the total variation distance between two arbitrary multivariate distributions are obtained in terms of the corresponding w-functions. The results extend some previous inequalities satisfied by the normal distribution. Some examples are also given.
It is a well-known result (which can be traced back to Gauss) that the only translation family of probability densities on \(\mathbb{R}\) for which the arithmetic mean is a maximum likelihood estimate of the translation parameter originates from the normal density. We generalize this characterizatio