ML CHARACTERIZATION OF THE MULTIVARIATE NORMAL-DISTRIBUTION

被引：3
|
作者：
STADJE, W
机构：
[1] University of Osnabrück, Osnabrück
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 1993年 / 46卷 / 01期
关键词：
MULTIVARIATE NORMAL DISTRIBUTION; TRANSLATION FAMILY; MAXIMUM LIKELIHOOD; CHARACTERIZATION;
D O I：
10.1006/jmva.1993.1052
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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. © 1993 Academic Press Inc.
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页码：131 / 138
页数：8
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