A result of Shepp

DOI10.1016/0893-9659(94)90090-6MaRDI QIDQ1343545zbMATH OpenOpenAlexWikidataFDO

Authors M. P. Quine

Publication date 19 January 1995

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0893-9659(94)90090-6

zbMATH Keywords

characterizationchi-squared distributionindependent normal random variablesnormal distributionstable distributionunequal varianceszero means

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• Some elementary proofs of the normality of \(XY/(X^ 2+Y^ 2)^{1/2}\) when X and Y are normal
• Normal functions of normal random variables
• scientific article; zbMATH DE number 3944947
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Cites work

• A generalization of the linear complementarity problem
• A support submatrix for the generalized linear complementarity problem
• Existence and uniqueness of solutions for the generalized linear complementarity problem
• Generalized \(P_ 0\)- and \(Z\)-matrices
• scientific article; zbMATH DE number 3619645 (Why is no real title available?)
• Monotonicity of Mangasarian's iterative algorithm for generalized linear complementarity problems

Cited in

(8)

• Normal functions of normal random variables
• Some elementary proofs of the normality of \(XY/(X^ 2+Y^ 2)^{1/2}\) when X and Y are normal
• A central limit theorem for self-normalized products of random variables
• A connection between self-normalized products and stable laws
• Characterization Problems Related to the Shepp Property
• Why Is the Sum of Independent Normal Random Variables Normal?
• An algorithm to solve the generalized linear complementarity problem with a vertical block z-matrix
• Wald tests of singular hypotheses

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