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On an Inequality and a Related Characterization of the Normal Distribution

✍ Scribed by Borovkov, A. A.; Utev, S. A.


Book ID
118221459
Publisher
Society for Industrial and Applied Mathematics
Year
1984
Tongue
English
Weight
659 KB
Volume
28
Category
Article
ISSN
0040-585X

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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