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On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors

It is shown that the conditional probability density function of Y1 given (1/n) [Sigma]i=1n Yi=1Yit = [Sigma], where Y1, Y2,..., Yn are i.i.d, p-variate uniform random vectors with mean 0 equals to that of Y1 given (1/n) [Sigma]i=1n YiYit,..., Yn are i.i.d, p-variate normal random vectors with mean 0 and covariance matrix [Sigma].
Year of publication:
1991
Authors: Choi, ByoungSeon
Published in:
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 38.1991, 2, p. 241-244
Publisher: Elsevier
Keywords: conditional probability uniform random vector normal random vector
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10005160527
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