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Characterization of the multivariate normal distribution by conditional normal distributions

✍ Scribed by W. Bischoff; W. Fieger


Book ID
110590818
Publisher
Springer
Year
1991
Tongue
English
Weight
320 KB
Volume
38
Category
Article
ISSN
0026-1335

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ML Characterization of the Multivariate
✍ W. Stadje πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 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