The Inverse Question of Elliptically Contoured Distribution
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Abstract
In this paper, we give a necessary and sufficient condition for the joint distribution of X1 andX2 to have elliptically contoured distribution, as X1|X2 =x2 and X2|X1 =x1 are elliptically contoured distributions. Same time, we had proved that the joint distribution of X1 and X2=μ2+C'Y2 to have elliptically contoured distribution, whenX1|X2 =x2 and Y2 are elliptically contoured distributions.
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