A note on characterizations of G-normal distribution

From MaRDI portal





Abstract: In this paper, we show that the G-normality of X and Y can be characterized according to the form of f such that the distribution of {lambda}+f({lambda})Y does not depend on {lambda}, where Y is an independent copy of X and {lambda} is in the domain of f. Without the condition that Y is identically distributed with X, we still have a similar argument.












This page was built for publication: A note on characterizations of G-normal distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6249155)