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Characterizing the General Multivariate Normal Distribution through the Conditional Distributions
1997
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.
Keywords:
- Multivariate stable distribution
- Econometrics
- Inverse-Wishart distribution
- Ratio distribution
- Normal-gamma distribution
- Univariate distribution
- Matrix normal distribution
- Joint probability distribution
- Normal-Wishart distribution
- Statistics
- Mathematics
- Multivariate normal distribution
- Statistical physics
- Conditional probability distribution
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