Accession Number:

AD0637793

Title:

A PROPERTY OF THE LOG-LIKELIHOOD-RATIO PROCESS FOR GAUSSIAN PROCESSES.

Descriptive Note:

Technical rept.

Corporate Author:

MICHIGAN STATE UNIV EAST LANSING DEPT OF STATISTICS

Personal Author(s):

Report Date:

1966-08-23

Pagination or Media Count:

9.0

Abstract:

The aim is to give a necessary and sufficient condition for a Gaussian process to be the log-likelihood-ratio process of Gaussian processes. All the measures encountered are assumed to be mutually absolutely continuous. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE