Accession Number:

ADA011666

Title:

Properties of the Coefficients in a Diagonal Series Expansion of a Bivariate Density.

Descriptive Note:

Interim rept.,

Corporate Author:

PRINCETON UNIV N J DEPT OF ELECTRICAL ENGINEERING

Personal Author(s):

Report Date:

1975-04-01

Pagination or Media Count:

7.0

Abstract:

Diagonal series expansions of bivariate densities in terms of orthonormal functions are considered. If the n-th orthonormal function is an n-th degree polynomial, the bivariate density belongs to the class lambda introduced by Barrett and Lampard. It is shown that, if a class lambda bivariate density has identical marginal densities with unbounded support, then the coefficient sequence must be a mement sequence. Averaging over a parameter in the coefficient sequence is considered and is used to derive two new class lambda bivariate densities. Also, the coefficients are related to some dependency measures.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE