Abstract

The problem considered is that of identifying two finite dimensional probability distributions G and H from their convolution, F = G * H, when all that is known about them is that H is symmetric. This problem arises in looking for hidden structure in multivariate data, for example. It is shown that one can always find a solution in which G has no nondegenerate symmetric convolution factor. However the solution is not unique in general. Examples of such “completely asymmetric” distributions are given. Existence and examples rather than estimation are the focus of the paper.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.