Characterization of probability laws by linear functions

Radhakrishna Rao, C. (1971) Characterization of probability laws by linear functions Sankhya - Series A, 33 . pp. 265-270. ISSN 0581-572X

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Abstract

Let X be a vector of n independent variables and Z=AX be a vector of p < n linear functions of X. The paper investigates the problem of identifying the distribution of X given that of Z.

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