Accession Number:

ADA141509

Title:

A Note on Equality in Anderson's Theorem.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

• Soms,A. P.

Report Date:

1984-02-01

Pagination or Media Count:

10.0

Abstract:

In this note it is shown, by a counterexample, that the necessary and sufficient condition for equality in Andersons theorem, given by Anderson 1955, is incorrect. A more general condition is given which is shown to be necessary and sufficient. This is applied to the multivariate normal distribution. Author

Descriptors:

• *Theorems
• *Inequalities
• *Multivariate analysis
• *Normal distribution
• Convex sets
• Symmetry
• Probability

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE