Summary
In this note we recall two recent characterizations of the multivariate normal distribution and give a few related remarks and examples.
Similar content being viewed by others
References
Ahsanullah M (1985) Some characterizations of the bivariate normal distribution. Metrika 32:215–218
Brucher J (1979) A note on the bivariate normal distribution. Comm Statist A8:175–177
Fraser DAS, Streit F (1980) A further note on the bivariate normal distribution. Comm Statist A9:1097–1099
Hamedani GG, Tata MN (1975) On the determination of the bivariate normal distribution from distributions of linear combinations of the variables. Amer Math Monthly 82:913–915
Pourahmadi M (1986) A characterization of the multivariate normal distribution. Preprint
Tata MN, Hamedani GG (1985) On some properties of normal random variables. Bull Iranian Math Soc 12:1–11
Wilks SS (1961) Mathematical statistics. Wiley, New York
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Hamedani, G.G. On two recent characterizations of multivariate normal distribution. Metrika 35, 41–47 (1988). https://doi.org/10.1007/BF02613283
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF02613283