Hong, Han (contributor); Shum, Matthew (contributor) - 2001 - [Elektronische Ressource]
conditioning on the event T1( ) RN, the distri-
bution of a log-bid vector P is also multivariate normal via a standard change of ….12), ft (~x; ) denotes the multivariate normal density of ~x parameterized by . T1t ( )
denotes the event that the observed …