ML Characterization of the Multivariate Normal Distribution

W. Stadje

Journal of Multivariate Analysis, 1993, vol. 46, issue 1, 131-138

Abstract: It is a well-known result (which can be traced back to Gauss) that the only translation family of probability densities on for which the arithmetic mean is a maximum likelihood estimate of the translation parameter originates from the normal density. We generalize this characterization of the normal density to multivariate translation families.

Date: 1993
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