SOME RESULTS ENVOLVING THE CONCEPTS OF MOMENT GENERATING FUNCTION AND AFFINITY BETWEEN DISTRIBUTION FUNCTIONS. EXTENSION FOR r k−DIMENSIONAL NORMAL DISTRIBUTION FUNCTIONS

We present a function ρ (F1, F2, t) which contains Matusita’s affinity and express the «affinity » between moment generating functions. An interesting result is expressed through decomposition of this «affinity » ρ (F1, F2, t) when the functions considered are k−dimensional normal distributions. The same decomposition remains true for others families of distribution functions. Generalizations of these results are also presented