By analogy to the real case established by Matusita (1955) we introduce the concept of affinity between two complex distribution functions. We also establish a concrete expression for the affinity between two complex k-variate normal distributions when the covariance matrices assume a special form. Generalizations of these results are presented and the expressions here obtained are compared with those obtained by Matusita (1966, 1967) relative to the affinity between real k-variate normal distributions.
@article{urn:eudml:doc:40500,
title = {Affinity between complex distribution functions.},
journal = {Trabajos de Estad\'\i stica},
volume = {2},
year = {1987},
pages = {41-53},
zbl = {0731.62101},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40500}
}
Dorival Campos, Antonio. Affinity between complex distribution functions.. Trabajos de Estadística, Tome 2 (1987) pp. 41-53. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40500/