Suppose X,, X,, ..., X, are independent and identically distributed random variables with absolutely continuous distribution function F. It is known that if F is standard normal distribution then (i) 2 X : is a chi-square with n degrees of freedom and (ii) nX2 is a chi-square with 1 degrees of freed
Characterization of a GAUssian distribution in the set of infinitely divisible distributions on a HILBERT space
β Scribed by G. Siegel
- Publisher
- John Wiley and Sons
- Year
- 1983
- Tongue
- English
- Weight
- 246 KB
- Volume
- 110
- Category
- Article
- ISSN
- 0025-584X
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