If X1 and X2 are independent and identically distributed (i.i.d.) random variables with ΓΏnite variance, then (X1 + X2)= β 2 has the same distribution as X1 if and only if X1 is normal with mean zero (Polya, 1923, Math. Zeitschrift 18, 96 -108). About ten authors devoted their works to stability prob
β¦ LIBER β¦
Stability of the characterization of the multivariate normal distribution in the Skitovich-Darmois theorem
β Scribed by Yu. R. Gabovich
- Publisher
- Springer US
- Year
- 1981
- Tongue
- English
- Weight
- 405 KB
- Volume
- 16
- Category
- Article
- ISSN
- 1573-8795
No coin nor oath required. For personal study only.
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