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An extension of the Darmois–Skitovitch theorem to a class of dependent random variables

✍ Scribed by Abram Kagan; Jacek Wesołowski

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
77 KB
Volume
47
Category
Article
ISSN
0167-7152

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✦ Synopsis

Linear transformation of a factorizable distribution is a product measure i it is Gaussian under some natural assumptions. The result extends the classical Darmois-Skitovitch theorem.

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