Far East Journal of Theoretical Statistics
Volume 13, Issue 1, Pages 15 - 19
(May 2004)
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A NOTE ON A CHARACTERIZATION OF k-VARIATE NORMAL DISTRIBUTION
Truc T. Nguyen (U. S. A.), Diem M. Nguyen (U. S. A.) and Khoan T. Dinh (U. S. A.)
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Abstract: A characterization of k-variate normal distribution based on the conditional density function of one observation from a random sample, given the sample mean vector and the sample covariance matrix, is given. Applications of this characterization result to EDF goodness-of-fit test are also considered. |
Keywords and phrases: uniformly minimum variance unbiased estimator, conditional density function, empirical-distribution-function (EDF) goodness-of-fit test. |
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