International Journal of Mathematics and Mathematical Sciences

International Journal of Mathematics and Mathematical Sciences / 1994 / Article

Open Access

Volume 17 |Article ID 451743 | https://doi.org/10.1155/S0161171294000475

Khoan T. Dinh, Truc T. Nguyen, "A characterization of matrix variate normal distribution", International Journal of Mathematics and Mathematical Sciences, vol. 17, Article ID 451743, 6 pages, 1994. https://doi.org/10.1155/S0161171294000475

A characterization of matrix variate normal distribution

Received31 Dec 1992
Revised26 Jun 1993

Abstract

The joint normality of two random vectors is obtained based on normal conditional with linear regression and constant covariance matrix of each vector given the value of the other without assuming the existence of the joint density. This result is applied to a characterization of matrix variate normal distribution.

Copyright © 1994 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


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