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
- 438 views
- $10.50
Related Questions
- Wiener process probability
- Convergence in Lp
- Bayesian statistics
- How do we describe an intuitive arithmetic mean that gives the following? (I can't type more than 200 letters)
- Promotional Concept (Probability)
- Prove that $\lim_{n\rightarrow \infty} \int_{[0,1]^n}\frac{|x|}{\sqrt{n}}=\frac{1}{\sqrt{3}}$
- Stochastic Analysis question
- How to adjust for an additional variable.