Multivariate normality via conditional specification

Barry C. Arnold, Enrique Castillo and José María Sarabia ()

Statistics & Probability Letters, 1994, vol. 20, issue 5, 353-354

Abstract: If X is a k-dimensional random vector, we denote by X(i) the vector X with coordinate i deleted and by X(i,j) the vector X with coordinates i and j deleted. If for each i the conditional distribution of Xi given X(i) = x(i) is univariate normal for each x(i) [there exists]K-1 and if for each i, j the conditional distribution of Xi given X(i,j) = x(i,j) is univariate normal for each x(i,j) [there exists]k-2 then it is shown that X has a classical k-variate normal distribution.

Keywords: Normal; conditionals; Classical; normal; distribution; Conditional; specification (search for similar items in EconPapers)
Date: 1994
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(94)90126-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:20:y:1994:i:5:p:353-354

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().