Title of article :
ML Characterization of the Multivariate Normal Distribution
Author/Authors :
Stadje، نويسنده , , W.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1993
Pages :
8
From page :
131
To page :
138
Abstract :
It is a well-known result (which can be traced back to Gauss) that the only translation family of probability densities on R 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.
Journal title :
Journal of Multivariate Analysis
Serial Year :
1993
Journal title :
Journal of Multivariate Analysis
Record number :
1557015
Link To Document :
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