DOI QR코드

DOI QR Code

ON CHARACTERIZATIONS OF THE NORMAL DISTRIBUTION BY INDEPENDENCE PROPERTY

  • 투고 : 2017.01.10
  • 심사 : 2017.02.23
  • 발행 : 2017.05.30

초록

Let X and Y be independent identically distributed nondegenerate random variables with common absolutely continuous probability distribution function F(x) and the corresponding probability density function f(x) and $E(X^2)$<${\infty}$. Put Z = max(X, Y) and W = min(X, Y). In this paper, it is proved that Z - W and Z + W or$(X-Y)^2$ and X + Y are independent if and only if X and Y have normal distribution.

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참고문헌

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