INDEPENDENT VARIABLES WITH INDEPENDENT SUM AND DIFFERENCE - S(1)-CASE

被引：11

作者：

BARYSHNIKOV, Y

EISENBERG, B

STADJE, W

机构：

[1] LEHIGH UNIV,DEPT MATH,BETHLEHEM,PA 18017

[2] UNIV OSNABRUCK,DEPT MATH & COMP SCI,W-4500 OSNABRUCK,GERMANY

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1993年 / 45卷 / 02期

关键词：

WRAPPED NORMAL DISTRIBUTION; INDEPENDENT SUM AND DIFFERENCE; PROBABILITY MEASURES ON GROUPS; CHARACTERISTIC SEQUENCES;

D O I：

10.1006/jmva.1993.1031

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：

A classic result in probability theory states that two independent real-valued random variables having independent sum and difference are either constant or normally distributed with the same variance. In this article conditions are round on independent random variables X and Y taking values in the group of real numbers modulo 2π so that X +Y and X - Y are independent. When X and Y are identically distributed, the small number of possible distributions for which X and Y have the desired property is known. In the general case there is a richer family of possible distributions for X and Y. © 1993 Academic Press, Inc.

引用

页码：161 / 170

页数：10