Marginal and conditional distributions of singular distributions
W.A. Harris Jr.
University of Minnesota, Minneapolis, United StatesT.N. Helvig
Honeywell Inc., Minneapolis, United States
Abstract
This note derives marginal and conditional means and covariances when the joint distribution may be singular and discusses the resulting invariants.
Cite this article
W.A. Harris Jr., T.N. Helvig, Marginal and conditional distributions of singular distributions. Publ. Res. Inst. Math. Sci. 1 (1965), no. 2, pp. 199–204
DOI 10.2977/PRIMS/1195196333