According to a well-known theorem of Cram\'er and Wold, if $P$ and $Q$ are two Borel probability measures on $\mathbb{R}^d$ whose projections $P_L,Q_L$ onto each line $L$ in $\mathbb{R}^d$ satisfy $P_L=Q_L$, then $P=Q$. Our main result is that, if $P$ and $Q$ are both elliptical distributions, then, to show that $P=Q$, it suffices merely to check that $P_L=Q_L$ for a certain set of $(d^2+d)/2$ lines $L$. Moreover $(d^2+d)/2$ is optimal. The class of elliptical distributions contains the Gaussian distributions as well as many other multivariate distributions of interest. We use our results to derive a statistical test for equality of elliptical distributions, and we carry out a small simulation study of the test.
翻译:根据众所周知的Cram\'er和Wold的理论,如果美元和美元是对美元两种博罗尔概率的衡量,其预测值为$mathbb{R ⁇ d$,其每行的美元为$P_L, ⁇ L$满足$P_L ⁇ L$,然后是$P$。我们的主要结果是,如果美元和Q$都是椭圆分布,那么,为了显示美元,只要检查一定的一套(d ⁇ 2+d)/2美元线的P_L$,就足够了。此外,美元(d ⁇ 2+d)/2美元是最佳的。椭圆分布类别包含高斯分布以及许多其他多种变量的利息分布。我们用我们的结果来得出一个统计性分布平等的统计测试,我们对测试进行了一个小的模拟研究。