Characterizing the General Multivariate Normal Distribution through the Conditional Distributions

  1. López Fidalgo, Jesús
  2. Ardanuy Albajar, Ramón
Journal:
Extracta mathematicae

ISSN: 0213-8743

Year of publication: 1997

Volume: 12

Issue: 1

Pages: 15-18

Type: Article

More publications in: Extracta mathematicae

Abstract

In this paper we give a characterization of the multivariate normal distribution through the conditional distributions in the most general case, which include the singular distribution.