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Détails bibliographiques
Auteurs principaux: Fraiman, Ricardo, Moreno, Leonardo, Ransford, Thomas
Format: Preprint
Publié: 2024
Sujets:
Accès en ligne:https://arxiv.org/abs/2410.22038
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  • We show how a Cramér-Wold theorem for a family of multivariate probability distributions can be used to generate a similar theorem for mixtures (convex combinations) of distributions drawn from the same family. Using this abstract result, we establish a Cramér-Wold theorem for mixtures of multivariate Gaussian distributions. According to this theorem, two such mixtures can be distinguished by projecting them onto a certain predetermined finite set of lines, the number of lines depending only on the total number Gaussian distributions involved and on the ambient dimension. A similar result is also obtained for mixtures of multivariate $t$-distributions.