Multivariate normal distribution. Distribution of the sample mean conditioned to a given event
Let $\vec{X}\sim N_d(\vec{\mu},\Sigma)$. If $\vec{\mu}=\mu \vec{1}$ and $\Sigma=\sigma^2 I_d$, find the distribution of $\overline{X}_d$ conditioned to the event $$\{d\max\{X_1,\dots,X_d\}\in B\},$$ where $B$ is an arbitrary borel set.
14
Join Matchmaticians Affiliate Marketing
Program to earn up to a 50% commission on every question that your affiliated users ask or answer.
- closed
- 751 views
- $10.50
Related Questions
- Draw a token from a bag of 9 blue tokens and 1 red token
- Using probability to calculate expected time a task would take with "bad" luck
- Find the maximum likelihood estimate
- Probability Question
- A-Level Probability Counting Problem
- Product of Numbers from a Log Normal Distribution
- Probability - what is the probability that a given tire length will lie in a lenght of interest
- Probability of any random n points on a line being within a given distance