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Moments of the complex multivariate normal distribution

✍ Scribed by Shagufta A. Sultan; Derrick S. Tracy


Book ID
107826785
Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
455 KB
Volume
237-238
Category
Article
ISSN
0024-3795

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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