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A characterization of the multivariate normal distribution by using the hazard gradient

✍ Scribed by Jorge Navarro; Jose M. Ruiz

Book ID
110549765
Publisher
Springer Japan
Year
2004
Tongue
English
Weight
302 KB
Volume
56
Category
Article
ISSN
0020-3157

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ML Characterization of the Multivariate
ML Characterization of the Multivariate Normal Distribution
✍ W. Stadje πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 232 KB

It is a well-known result (which can be traced back to Gauss) that the only translation family of probability densities on \(\mathbb{R}\) for which the arithmetic mean is a maximum likelihood estimate of the translation parameter originates from the normal density. We generalize this characterizatio