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
- 669 views
- $10.50
Related Questions
- Pulling balls out of a bin
- Help with probability proofs and matrices proofs (5 problems)
- Find the maximum likelihood estimator
- Probability of picking a red ball
- Probability of more than 1 goal at the end of a match
- Summation of Catalan Convolution
- [Combinatorics] Selections, Distributions, and Arrangements with Multiple Restrictions
- How do we define this choice function using mathematical notation?