A characterization of the normal distribution by the independence of a pair of random vectors

Abstract: Kagan and Shalaevski 1967 have shown that if the random variables

X_{1}, d o t s, X_{n}

are independent and identically distributed and the distribution of

s u m_{i = 1}^{n} (X_{i} + a_{i})^{2}

a_{i} i n m a t h b b R

depends only on

s u m_{i = 1}^{n} a_{i}^{2}

, then each

X_{i}

follows the normal distribution

N (0, s i g m a)

. Cook 1971 generalized this result replacing independence of all

X_{i}

by the independence of

(X_{1}, d o t s, X_{m}) e x t r m a n d (X_{m + 1}, d o t s, X_{n})

and removing the requirement that

X_{i}

have the same distribution. In this paper, we will give other characterizations of the normal distribution which are formulated in a similar spirit.

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