A note on convergence to mixtures of normal distributions
✍ Scribed by Holger Rootzén
- Publisher
- Springer
- Year
- 1977
- Tongue
- English
- Weight
- 226 KB
- Volume
- 38
- Category
- Article
- ISSN
- 1432-2064
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📜 SIMILAR VOLUMES
A characterization of the matrix variate normal distribution having identically distributed row vectors based on conditional normality is given. 1997 Academic Press ## 1. INTRODUCTION AND BASIC RESULTS Let X 1 and X 2 be two identically distributed random variables. Suppose that X 1 | X 2 =x 2 has a
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
For a scale mixture of normal vector, X=A 1Â2 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