The Inverse Question of Elliptically Contoured Distribution
-
Graphical Abstract
-
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.
-
-