Another characterization of multivariate normal distribution (Q1083799)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Another characterization of multivariate normal distribution |
scientific article |
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Another characterization of multivariate normal distribution (English)
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1986
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We establish a characterization of the multivariate normal based on a maximal property relating Var[g(\(\xi)\)] and the gradient of g(\(\cdot)\).
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characterization
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multivariate normal
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gradient
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