Identification of probability measures via distribution of quotients
β Scribed by Pawel J. Szablowski; Jacek Wesolowski; Mohammad Ahsanullah
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 410 KB
- Volume
- 63
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
β¦ Synopsis
Straightforward generalizations of the classical Kotlarski characterization of normality using bivariate Cauchy distribution of quotients of independent r.v.'s are given. The symmet~ assumption in Kotlarski's result is omitted. Two larger families of bivarime distributions are considered: symmetric second kind beta and elliptically contoured measures. @ 1997 Elsevier Science B.V.
π SIMILAR VOLUMES
We present two techniques for constructing sample spaces that approximate probability distributions. The first is a simple method for constructing the small-bias probability spaces introduced by Naor and Naor. We show how to efficiently combine this construction with the method of conditional probab