A normal scale mixture representation of the logistic distribution
โ Scribed by Leonard A. Stefanski
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 152 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
For a scale mixture of normal vector, X=A 1ร2 G, where X, G # R n and A is a positive variable, independent of the normal vector G, we obtain that the conditional variance covariance, Cov(X 2 | X 1 ), is always finite a.s. for m 2, where X 1 # R n and m<n, and remains a.s. finite even for m=1, if an
Let the column vectors of X: M\_N, M<N, be distributed as independent complex normal vectors with the same covariance matrix 7. Then the usual quadratic form in the complex normal vectors is denoted by Z=XLX H where L: N\_N is a positive definite hermitian matrix. This paper deals with a representat