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A conditional characterization of the multivariate normal distribution

✍ Scribed by Barry C. Arnold; Enrique Castillo; Jose María Sarabia

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
216 KB
Volume
19
Category
Article
ISSN
0167-7152

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📜 SIMILAR VOLUMES

ML Characterization of the Multivariate
ML Characterization of the Multivariate Normal Distribution
✍ W. Stadje 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 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