Another characterization of multivariate normal distribution
type: Item
instance of: scholarly article
title: Another characterization of multivariate normal distribution
zbMATH Open document ID: 0605.62052
DOI: 10.1016/0167-7152(86)90068-4
published in: Statistics \& Probability Letters
publication date: 1986-01-01T00:00:00Z
review text: We establish a characterization of the multivariate normal based on a maximal property relating Var[g(\(\xi)\)] and the gradient of g(\(\cdot)\).
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 3978161
zbMATH Keywords: characterization
zbMATH Keywords: multivariate normal
zbMATH Keywords: gradient
author: B. L. S. Prakasa Rao
author: Maddipatla Sreehari
MaRDI profile type: Publication
full work available at URL: 0167-7152(86)90068-4
OpenAlex ID: W1988212833
cites work: On an Inequality and a Related Characterization of the Normal Distribution
cites work: An inequality for the multivariate normal distribution
description: scientific article; zbMATH DE number 3978161