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Characterizing multivariate normal distributions by some of its conditionals

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  • Bischoff, Wolfgang

Abstract

Let X be a k-dimensional random vector. We assume that some conditionals of X are normal. Then we investigate under what minimal additional condition X is multivariate normal.

Suggested Citation

  • Bischoff, Wolfgang, 1996. "Characterizing multivariate normal distributions by some of its conditionals," Statistics & Probability Letters, Elsevier, vol. 26(2), pages 105-111, February.
    • Handle: RePEc:eee:stapro:v:26:y:1996:i:2:p:105-111
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    References listed on IDEAS

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    1. W. Bischoff & W. Fieger, 1991. "Characterization of the multivariate normal distribution by conditional normal distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 38(1), pages 239-248, December.
    2. Bischoff, W., 1993. "On the Greatest Class of Conjugate Priors and Sensitivity of Multivariate Normal Posterior Distributions," Journal of Multivariate Analysis, Elsevier, vol. 44(1), pages 69-81, January.
    3. Arnold, Barry C. & Castillo, Enrique & Sarabia, Jose María, 1994. "A conditional characterization of the multivariate normal distribution," Statistics & Probability Letters, Elsevier, vol. 19(4), pages 313-315, March.
    4. Arnold, Barry C. & Castillo, Enrique & Sarabia, JoséMaría, 1994. "Multivariate normality via conditional specification," Statistics & Probability Letters, Elsevier, vol. 20(5), pages 353-354, August.
    5. G. Hamedani, 1991. "On a recent characterization of the bivariate normal distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 38(1), pages 255-258, December.
    6. E. Castillo & J. Galambos, 1989. "Conditional distributions and the bivariate normal distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 36(1), pages 209-214, December.
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