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.
Join Matchmaticians Affiliate Marketing
Program to earn up to 50% commission on every question your affiliated users ask or answer.
- closed
- 179 views
- $10.50
Related Questions
- Operations research
- What is the probability that the last person to board an airplane gets to sit in their assigned seat?
- How do you calculate per 1,000? And how do you compensate for additional variables?
- Conditional mean and variance for joint PDF
- joint continuous probability function finding covariance
- Stochastic Processes Questions
- Probability Question (Expectation Value Limit)
- Statistics Probability
