Accession Number : ADA116582

Title :   Some Aspects of Inference for Multivariate Infinitely Divisible Distributions.

Descriptive Note : Technical rept.,

Corporate Author : ILLINOIS UNIV AT CHICAGO CIRCLE DEPT OF QUANTITATIVE METHODS

Personal Author(s) : Sclove,Stanley L

PDF Url : ADA116582

Report Date : 15 Jun 1982

Pagination or Media Count : 21

Abstract : Measurement of dependence in the infinitely divisible class of multivariate distributions, based on developments in probability theory for that class, is discussed. It has been shown that pairwise independence is equivalent to mutual independence in the infinitely divisible class. When the infinitely divisible variables contain no normal component (in particular, when they are discrete), the cumulant of order (2,2) can be used as a measure of pairwise dependence; when a normal component is present, the appropriate measure of pairwise dependence also involves the covariance. Results for testing independence of infinitely divisible random variables are discussed. A method of testing normality against infinitely divisible alternatives is given. (Author)

Descriptors :   *Probability distribution functions, *Multivariate analysis, Random variables, Normality, Division, Infinite series, Test methods

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE