Distribution of a linear combination of the components of an elliptically distributed random vector

Asked Jan 29 '15 at 23:19

Active Nov 22 '18 at 23:32

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What is the distribution of a linear combination of the components of an elliptically distributed random vector? Is the linear combination an elliptically distributed random variable?

edited Nov 22 '18 at 23:32

kjetil b halvorsen

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asked Jan 29 '15 at 23:19

bob sherman

Distribution of a linear combination of the components of an elliptically distributed random vector

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