On singular multivariate normal distribution and its applications
β Scribed by Koon-Shing Kwong; Boris Iglewicz
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 717 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0167-9473
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
An exact asymptotic formula for the tail probability of a multivariate normal distribution is derived. This formula is applied to establish two asymptotic results for the maximum deviation from the mean: the weak convergence to the Gumbel distribution of a normalized maximum deviation and the precis
A direct function theoretic method is applied to solve a weakly singular integral equation whose kernel involves logarithmic singularity. This method avoids the occurrence of strong singularity. The solution of this integral equation is then applied to re-investigate the well known problem of water