Characterization of normality within the class of elliptical contoured distributions (Q1086940)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of normality within the class of elliptical contoured distributions |
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Characterization of normality within the class of elliptical contoured distributions (English)
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1987
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This paper shows that a quadratic form x'Ax, where x follows an elliptically contoured distribution in \(R^ p\), will have a chi-square distribution if and only if x follows a multivariate normal distribution with mean 0 and a suitable covariance matrix, and A is a suitable \(p\times p\) matrix.
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quadratic form
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elliptically contoured distribution
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chi-square distribution
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multivariate normal distribution
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