๐”– Bobbio Scriptorium
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On two recent characterizations of multivariate normal distribution

โœ Scribed by G. G. Hamedani


Book ID
110590540
Publisher
Springer
Year
1988
Tongue
English
Weight
189 KB
Volume
35
Category
Article
ISSN
0026-1335

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ML Characterization of the Multivariate
โœ W. Stadje ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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