ML Characterization of the Multivariate Normal Distribution

It is a well-known result (which can be traced back to Gauss) that the only translation family of probability densities on for which the arithmetic mean is a maximum likelihood estimate of the translation parameter originates from the normal density. We generalize this characterization of the normal density to multivariate translation families.

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Year of publication:	1993
Authors:	Stadje, W.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 46.1993, 1, p. 131-138
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005152756