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Expansion of scale mixtures of the gamma distribution

โœ Scribed by R. Shimizu


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
426 KB
Volume
21
Category
Article
ISSN
0378-3758

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On the Conditional Variance for Scale Mi
โœ Stamatis Cambanis; Stergios B Fotopoulos; Lijian He ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 210 KB

For a scale mixture of normal vector, X=A 1ร‚2 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