A characterization of normality via convex likelihood ratios

Royi Jacobovic, Offer Kella*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

This work includes a new characterization of the multivariate normal distribution. In particular, it is shown that a positive density function f is Gaussian if and only if the f(x+y)/f(x) is convex in x for every y. This result has implications to recent research regarding inadmissibility of a test studied by Moran (1973).

Original languageAmerican English
Article number109455
JournalStatistics and Probability Letters
Volume186
DOIs
StatePublished - Jul 2022

Bibliographical note

Publisher Copyright:
© 2022 Elsevier B.V.

Keywords

  • Characterization of probability distributions
  • Convex likelihood ratio
  • Gaussian
  • Multivariate normal

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