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Certain Characterizations of Normal Distribution via Transformations

✍ Scribed by G.G. Hamedani; Hans Volkmer

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 109 KB
Volume: 77
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.2000.1943

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✦ Synopsis

It is well known that i.i.d. (independent and identically distributed) normal random variables are transformed into i.i.d. normal random variables by any orthogonal transformation. Less well known are nonlinear transformations with the above-mentioned property. In this work we present nonlinear transformations preserving normality, which are more general than the existing ones in the literature.

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