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Characterization of multivariate distributions by means of univariate one (1808.05214v1)

Published 15 Aug 2018 in math.ST and stat.TH

Abstract: The aim of this paper is to show a possibility to identify multivariate distribution by means of specially constructed one-dimensional random variable. We give some inequalities which may appear to helpful for a construction of multivariate two-sample tests. Key words: inequalities; multivariate distributions; two-sample tests

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