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
A note on the characterization of the multivariate normal distribution
β Scribed by Sh. Talwalker
- Publisher
- Springer
- Year
- 1979
- Tongue
- English
- Weight
- 227 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0026-1335
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