A Note on Matrix Variate Normal Distribu
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Truc T. Nguyen
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Article
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1997
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Elsevier Science
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English
⚖ 555 KB
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