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On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors

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  • Choi, ByoungSeon

Abstract

It is shown that the conditional probability density function of Y1 given (1/n) [Sigma]i=1n Yi=1Yit = [Sigma], where Y1, Y2,..., Yn are i.i.d, p-variate uniform random vectors with mean 0 equals to that of Y1 given (1/n) [Sigma]i=1n YiYit,..., Yn are i.i.d, p-variate normal random vectors with mean 0 and covariance matrix [Sigma].

Suggested Citation

  • Choi, ByoungSeon, 1991. "On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors," Journal of Multivariate Analysis, Elsevier, vol. 38(2), pages 241-244, August.
    • Handle: RePEc:eee:jmvana:v:38:y:1991:i:2:p:241-244
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