A Note on Equality in Anderson's Theorem.
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WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
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In this note it is shown, by a counterexample, that the necessary and sufficient condition for equality in Andersons 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
- Statistics and Probability