A Note on Equality in Anderson's Theorem.
Abstract
In this note it is shown, by a counterexample, that the necessary and sufficient condition for equality in Anderson's theorem, given by Anderson (1955), is incorrect. A more general condition is given which is shown to be necessary and sufficient. This is applied to the multivariate normal distribution. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1984
- Accession Number
- ADA141509
Entities
People
- A. P. Soms
Organizations
- University of Wisconsin–Madison