A Sufficient Statistics Characterization of the Normal Distribution
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Publication:5595621
DOI10.1214/aoms/1177696988zbMath0198.52102OpenAlexW2003553595MaRDI QIDQ5595621
T. K. Matthes, Douglas H. Kelker
Publication date: 1970
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177696988
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BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS ⋮ A characterization of the normal distribution by sufficiency of the least squares estimation ⋮ Characterization of probability models by an odds ratio in prospective and retrospective studies ⋮ A characterization of a Gaussian process in terms of sufficient estimators ⋮ Suffizienz bei verschiebungsinvarianten Schätzproblemen ⋮ Characterizations of infinite dimensional Gaussian shift experiments ⋮ The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution
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