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.
Interwebff
14
Join Matchmaticians Affiliate Marketing
Program to earn up to a 50% commission on every question that your affiliated users ask or answer.
- closed
- 1314 views
- $10.50
Related Questions
- Probability of any random n points on a line being within a given distance
- Probability of drawing a red ball, given that the first ball drawn was blue?
- Probability that a pump will fail during its design life
- Determining which excel T-Test to use
- Number of different drinks that can be made using 6 ingredients
- Three red balls and three green balls on a circle
- Probability of choosing the bakery with the best bread
- Check if problems are correct
