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Characterization of the normal distribution II

โœ Scribed by Ryoichi Shimizu


Publisher
Springer Japan
Year
1962
Tongue
English
Weight
225 KB
Volume
14
Category
Article
ISSN
0020-3157

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โœ N. Bansal; G.G. Hamedani; EricS. Key; Hans Volkmer; Hao Zhang; J. Behboodian ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 88 KB

Various characterizations of the univariate normal distribution are presented.

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It is a well-known result (which can be traced back to Gauss) that the only translation family of probability densities on \(\mathbb{R}\) for which the arithmetic mean is a maximum likelihood estimate of the translation parameter originates from the normal density. We generalize this characterizatio