Invariance (Statistical Property)/Examples/Independence and Normality

Example of Invariance in context of Statistical Properties

The property of independence and normality is an invariance under an orthogonal transformation.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): invariance: 2.
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): invariance: 2.