Abstract
In this paper we solve the problem of unique factorization of products ofn-variate nonsingular normal distributions with covariance matrices of the form ∑, ∑ ij =pσ i σ j fori‡j, =σ 2 i ,j=j,p‡0.
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Gong, J., Mukherjea, A. Solution of a problem on the identification of parameters by the distribution of the maximum random variable: a multivariate normal case. J Theor Probab 4, 783–790 (1991). https://doi.org/10.1007/BF01259555
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DOI: https://doi.org/10.1007/BF01259555