Prakasa Rao, B. L. S. ; Sreehari, M. (1986) Another characterization of multivariate normal distribution Statistics & Probability Letters, 4 (4). pp. 209-210. ISSN 0167-7152
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/016771...
Related URL: http://dx.doi.org/10.1016/0167-7152(86)90068-4
Abstract
We establish a characterization of the multivariate normal based on a maximal property relating Var[g(ζ)] and the gradient of g(·).
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Characterization; Multivariate Normal; Gradient |
| ID Code: | 37922 |
| Deposited On: | 26 Apr 2011 10:29 |
| Last Modified: | 26 Apr 2011 10:29 |
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