Abstract
SummaryThis paper explicitly characterizes the general nonnegative‐definite covariance structure for a multivariate normal random vector such that the univariate sample variance is distributed exactly as if the sample observations are normal independent and identically distributed (i.i.d.). This work extends the results of Baldessari (1965) and Stadje (1984) who have characterized the general positive‐definite covariance matrix such that the univariate sample variance is distributed exactly as if the sample observations are normal i.i.d.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
