A Note on the Normal Distribution
نویسندگان
چکیده
منابع مشابه
A Note on Matrix Variate Normal Distribution
Let X1 and X2 be two identically distributed random variables. Suppose that X1 | X2=x2 has a N(ax2+b, _) distribution for all x2 # R, where & 0. Ahsanullah (1985) showed that these conditions imply |a|<1, X1 , and X2 have a common normal distribution with mean b (1&a;) and variance _ (1&a;), and the joint distribution of X1 and X2 is a bivariate normal distribution with covariance a_ (...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1956
ISSN: 0003-4851
DOI: 10.1214/aoms/1177728198