Assume I have iid $\varepsilon_{i}\sim \mathbb{N}(0,1)$ for $i=1,\dots,T$,
What is the marginal distribution of $\varepsilon_{i}$, conditional on $\sum_{i=1}^{T}\varepsilon_{i}=C$, i.e
$$ F(\varepsilon_{i}|\sum_{j=1}^{T}\varepsilon_{j}=C) $$
Thanks!
Assume I have iid $\varepsilon_{i}\sim \mathbb{N}(0,1)$ for $i=1,\dots,T$,
What is the marginal distribution of $\varepsilon_{i}$, conditional on $\sum_{i=1}^{T}\varepsilon_{i}=C$, i.e
$$ F(\varepsilon_{i}|\sum_{j=1}^{T}\varepsilon_{j}=C) $$
Thanks!
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