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Dec 20, 2019 at 14:34 history edited beuhbbb CC BY-SA 4.0
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Dec 20, 2019 at 11:00 comment added Davide ND You're right, I removed the "the reason is". Definetly misleading since I was giving an example and not a full explanation!
Dec 20, 2019 at 10:54 comment added beuhbbb @DavideDN Well, our answers completement each others. However, I really think your first sentence "The reason is that the normal distribution is fully defined by its mean and variance, while other distributions are not. " is missleading and think it should be removed/repharse
Dec 20, 2019 at 10:51 comment added Davide ND Definitely a better answer, I just gave a counter example on why it is not enough to ask for exogeneity and spherical errors :)
Dec 20, 2019 at 10:50 history edited beuhbbb CC BY-SA 4.0
deleted 5 characters in body
Dec 20, 2019 at 10:41 history answered beuhbbb CC BY-SA 4.0