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.
@article{urn:eudml:doc:40281,
title = {Some results envolving the concepts of moment generating function and affinity between distribution functions. Extension for r k-dimensional normal distribution functions.},
journal = {Q\"uestii\'o},
volume = {23},
year = {1999},
pages = {225-237},
mrnumber = {MR1727132},
zbl = {1167.62371},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40281}
}
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, Tome 23 (1999) pp. 225-237. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40281/