Gómez Villegas, Miguel A.Gómez Sánchez-Manzano, EusebioMarín Diazaraque, Juan Miguel2023-06-202023-06-202006-021095-724310.1016/j.jmva.2005.03.008https://hdl.handle.net/20.500.14352/49408Two conditions are shown under which elliptical distributions are scale mixtures of normal distributions with respect to probability distributions. The issue of finding the mixing distribution function is also considered. As a unified theoretical framework, it is also shown that any scale mixture of normal distributions is always a term of a sequence of elliptical distributions, increasing in dimension, and that all the terms of this sequence are also scale mixtures of normal distributions sharing the same mixing distribution function. Some examples are shown as applications of these concepts, showing the way of finding the mixing distribution function.engjournal articlehttp://www.sciencedirect.com/science/journal/0047259Xopen access5129.22Bayesian methodsElliptically contoured distributionElliptical distributionLaplace transformScale mixtures of normal distributionsEstadística matemática (Matemáticas)1209 Estadística