Normal functions of normal random variables

DOI10.1016/0898-1221(87)90147-7MaRDI QIDQ1096956zbMATH OpenOpenAlexFDO

Authors J. Gary Reid

Publication date 1987

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(87)90147-7

zbMATH Keywords

independent normal variablesunivariate transformation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Recommendations

• Some elementary proofs of the normality of \(XY/(X^ 2+Y^ 2)^{1/2}\) when X and Y are normal
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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• A note on normal functions of normal random variables

Cited in

(6)

• Some elementary proofs of the normality of \(XY/(X^ 2+Y^ 2)^{1/2}\) when X and Y are normal
• A result of Shepp
• NORMAL FUNCTIONS WITH BOUNDED COEFFICIENTS
• Wald tests of singular hypotheses
• Why Is the Sum of Independent Normal Random Variables Normal?
• scientific article; zbMATH DE number 853721 (Why is no real title available?)

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