A conditional characterization of the multivariate normal distribution
If X is a k-dimensional random vector, we denote by X(i,j) the vector X with coordinates i and j deleted. If for each i, j the conditional distribution of Xi, Xj given X(i,j) = x(i,j) is classical bivariate normal for each then it is shown that X has a classical k-variate normal distribution.
Year of publication: |
1994
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Authors: | Arnold, Barry C. ; Castillo, Enrique ; Sarabia, Jose MarĂa |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 19.1994, 4, p. 313-315
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Publisher: |
Elsevier |
Keywords: | Bivariate conditionals classical normal distribution conditional specification |
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