Some elementary proofs of the normality
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L. Baringhaus; N. Henze; D. Morgenstern
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Article
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1988
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Elsevier Science
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English
โ 119 KB
We give three elementary and short proofs of the following statement: if X and Y are independent, normally distributed random variables with zero means and variances o 2 > 0 and 32 > 0, respectively, then the random variable XY/(X2+ y2)1/2 is also normal with mean zero and standard deviation ~/(ยข +