We present a function ρ (F1, F2, t) which contains Matusita's affinity and expresses the affinity between moment generating functions. An interesting results 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 other families of distribution functions. Generalizations of these results are also presented.
CitacióDorival Campos, A. "Some results envolving the concepts of moment generating function and affinity between distribution functions. Extension for r k-dimensional normal distribution functions". Qüestiió. 1999, vol. 23, núm. 2