Some results envolving the concepts of moment generating function and affinity between distribution functions. Extension for r k-dimensional normal distribution functions.

Antonio Dorival Campos

Qüestiió (1999)

  • Volume: 23, Issue: 2, page 225-237
  • ISSN: 0210-8054

Abstract

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We present a function ρ (F1, F2, t) which contains Matusita's affinity and expresses the affinity between moment generating functions. An interesting results is expressed through decomposition of this affinity ρ (F1, F2, t) when the functions considered are k-dimensional normal distributions. The same decomposition remains true for other families of distribution functions. Generalizations of these results are also presented.

How to cite

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Dorival Campos, Antonio. "Some results envolving the concepts of moment generating function and affinity between distribution functions. Extension for r k-dimensional normal distribution functions.." Qüestiió 23.2 (1999): 225-237. <http://eudml.org/doc/40281>.

@article{DorivalCampos1999,
abstract = {We present a function ρ (F1, F2, t) which contains Matusita's affinity and expresses the affinity between moment generating functions. An interesting results is expressed through decomposition of this affinity ρ (F1, F2, t) when the functions considered are k-dimensional normal distributions. The same decomposition remains true for other families of distribution functions. Generalizations of these results are also presented.},
author = {Dorival Campos, Antonio},
journal = {Qüestiió},
keywords = {Función generatriz; Convergencia de momentos; Producto interior; Distribuciones multivariantes; Función densidad de probabilidad; affinity; moment generating functions; distance; inner product; multivariate normal distributions; probability density functions; absolutely convergent},
language = {eng},
number = {2},
pages = {225-237},
title = {Some results envolving the concepts of moment generating function and affinity between distribution functions. Extension for r k-dimensional normal distribution functions.},
url = {http://eudml.org/doc/40281},
volume = {23},
year = {1999},
}

TY - JOUR
AU - Dorival Campos, Antonio
TI - Some results envolving the concepts of moment generating function and affinity between distribution functions. Extension for r k-dimensional normal distribution functions.
JO - Qüestiió
PY - 1999
VL - 23
IS - 2
SP - 225
EP - 237
AB - We present a function ρ (F1, F2, t) which contains Matusita's affinity and expresses the affinity between moment generating functions. An interesting results is expressed through decomposition of this affinity ρ (F1, F2, t) when the functions considered are k-dimensional normal distributions. The same decomposition remains true for other families of distribution functions. Generalizations of these results are also presented.
LA - eng
KW - Función generatriz; Convergencia de momentos; Producto interior; Distribuciones multivariantes; Función densidad de probabilidad; affinity; moment generating functions; distance; inner product; multivariate normal distributions; probability density functions; absolutely convergent
UR - http://eudml.org/doc/40281
ER -

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