On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors

ByoungSeon Choi

Journal of Multivariate Analysis, 1991, vol. 38, issue 2, 241-244

Abstract: It is shown that the conditional probability density function of Y1 given (1/n) [Sigma]i=1n Yi=1Yit = [Sigma], where Y1, Y2,..., Yn are i.i.d, p-variate uniform random vectors with mean 0 equals to that of Y1 given (1/n) [Sigma]i=1n YiYit,..., Yn are i.i.d, p-variate normal random vectors with mean 0 and covariance matrix [Sigma].

Keywords: conditional; probability; uniform; random; vector; normal; random; vector (search for similar items in EconPapers)
Date: 1991
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