A Note on a Characterization of the Multivariate Normal Distribution
β Scribed by P. R. Fisk
- Book ID
- 121492670
- Publisher
- Institute of Mathematical Statistics
- Year
- 1970
- Weight
- 699 KB
- Volume
- 41
- Category
- Article
- ISSN
- 0003-4851
- DOI
- 10.2307/2239346
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Suppose X,, X,, ..., X, are independent and identically distributed random variables with absolutely continuous distribution function F. It is known that if F is standard normal distribution then (i) 2 X : is a chi-square with n degrees of freedom and (ii) nX2 is a chi-square with 1 degrees of freed
Several characterizations of multivariate stable distributions together with a characterization of multivariate normal distributions and multivariate stable distributions with Cauchy marginals are given. These are related to some standard characterizations of Marcinkiewicz.