A new characterization of the normal law

被引：2

作者：

Novak, S. Y. ^{[1
]}

机构：

[1] Middlesex Univ, MUBS, London NW4 4BT, England

来源：

STATISTICS & PROBABILITY LETTERS | 2007年 / 77卷 / 01期

关键词：

characterization; self-normalized random variables;

D O I：

10.1016/j.spl.2006.05.020

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We suggest a new characterization of the normal law that highlights a property of self-normalized random variables. We show also that a distribution P is symmetric if and only if self-normalized random variables drawn from P are uncorrelated. (c) 2006 Elsevier B.V. All rights reserved.

引用

页码：95 / 98

页数：4

共 8 条

[1] ON AN INEQUALITY AND A RELATED CHARACTERIZATION OF THE NORMAL-DISTRIBUTION [J].