A note on gaussian distributions in R^n
Statistics Theory
2011-10-18 v3 Statistics Theory
Abstract
Given any finite set F of (n - 1)-dimensional subspaces of R^n we give examples of nongaussian probability measures in R^n whose marginal distribution in each subspace from F is gaussian. However, if F is an infinite family of such (n - 1)-dimensional subspaces then such a nongaussian probability measure in R^n does not exist.
Cite
@article{arxiv.1108.1647,
title = {A note on gaussian distributions in R^n},
author = {B. G. Manjunath and K. R. Parthasarathy},
journal= {arXiv preprint arXiv:1108.1647},
year = {2011}
}