Abstract
It is shown that the conditional probability density function of Y 1 given ( 1 n ) Σ i=1 n Y i=1 Y i t = Σ, where Y 1, Y 2,…, Y n are i.i.d, p-variate uniform random vectors with mean 0 equals to that of Y 1 given ( 1 n ) Σ i=1 n Y i Y i t ,…, Y n are i.i.d, p-variate normal random vectors with mean 0 and covariance matrix Σ.
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