- #1
crbazevedo
- 7
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True or false: "Every joint CDF has only one global maximum at F(x1*, ..., xn*) = 1?
I know that the multivariate CDF is monotonically non-decreasing in each of its variables. But does that imply that it has only one global maximum? Is it possible to have two or more separate peaks where the densities sum to one, given that there is no total order in a multidimensional space R^n? I'd guess the answer to this last question is "yes", but I can't figure it out by my own. Thanks.
I know that the multivariate CDF is monotonically non-decreasing in each of its variables. But does that imply that it has only one global maximum? Is it possible to have two or more separate peaks where the densities sum to one, given that there is no total order in a multidimensional space R^n? I'd guess the answer to this last question is "yes", but I can't figure it out by my own. Thanks.