A characterization of the multivariate normal distribution

Screening for a Multivariate Mixture Normal Distribution

screening for a multivariate mixture normal distribution

A Characterization of the Multivariate Normal Distribution by Using the Hazard Gradient

A b s t r a c t . We give a general result to characterize a multivariate distribution from a relationship between the left truncated mean function and the hazard gradient function. This result allows us to obtain new characterizations of multivariate distributions. In particular, we show that, for the multivariate normal distribution, the simple relationship, obtained in standardized form by M...

Multivariate normal distribution - Wikipedia, the free encyclopedia

1 General case 1.1 Cumulative distribution function 1.2 A counterexample 1.3 Normally distributed and independent 2 Bivariate case 3 Affine transformation 4 Geometric interpretation 5 Correlations and independence 6 Higher moments 7 Conditional distributions 8 Fisher information matrix 9 Kullback-Leibler divergence 10 Estimation of parameters 11 Entropy 12 Multivariate normality tests 13 Drawin...

On the Distribution of a Trace of a Multivariate Quadratic Form in the Multivariate Normal Samples

This paper considers the derivation of the p.d.f. of the trace of a non-central multivariate quadratic form using a polynomial P (T,A) defined by Ie the author and compares with the results of Katz et al and Ruben. The come plex case is also discussed.