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
- 1297 views
- $10.50
Related Questions
- Probability that the distance between two points on the sides of a square is larger than the length of the sides
- [Combinatorics] Selections, Distributions, and Arrangements with Multiple Restrictions
- Probability/statistics
- foundations of probability
- Figuring out the maths for the probability of two adopted teens randomly being matched as pen pals in 2003
- Probability question
- How safe is this driver?
- Differently loaded dices in repeated runs