Some characterizations of the normal distribution

DOI10.1016/S0167-7152(98)00235-1MaRDI QIDQ1962220zbMATH OpenOpenAlexFDO

Authors Naveen K. Bansal, Eric S. Key, Hao Zhang, J. Behboodian, G. G. Hamedani, Hans W. Volkmer

Publication date 20 March 2001

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(98)00235-1

zbMATH Keywords

Cauchy distributioncharacteristic functionMacLaurin seriesmoments

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Review text

Based on the properties of two i.i.d. continuous random variables \(X\), \(Y\), three characterizations of the normal distribution are given. First it is shown that \(X\) is standard normal (\(N(0,1)\)) if \(2XY/(\sqrt{X^{2} +Y^{2}})\) is \(N(0,1)\). Assuming \[ E|X|^{2n+1} = 2nE|X|^{2n-1},\quad n \geq 1, \] and the pdf of \(X\) equals its MacLaurin series expansion around the origin, it is shown that if \(X/Y\) is standard Cauchy (\(C(0,1)\)), then \(X\) is \(N(0,1)\). Under similar conditions, it is shown that \(X\) must be normal if \((X+Y)/|X-Y|\) is \(C(0,1)\).

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Cites work

• Characterizations of the normal distribution by suitable transformations
• scientific article; zbMATH DE number 3143188 (Why is no real title available?)
• scientific article; zbMATH DE number 3456294 (Why is no real title available?)
• Some elementary proofs of the normality of \(XY/(X^ 2+Y^ 2)^{1/2}\) when X and Y are normal

Cited in

(14)

• 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
• Characterizations of a discrete normal distribution
• On an Inequality and a Related Characterization of the Normal Distribution
• Characterization Problems Related to the Shepp Property
• An Algebraic Characterization of the Normal Distribution
• scientific article; zbMATH DE number 3940400 (Why is no real title available?)
• The Characteristic Properties of Normal and Stable Distributions
• scientific article; zbMATH DE number 3958419 (Why is no real title available?)
• scientific article; zbMATH DE number 4124781 (Why is no real title available?)
• Winding planar probabilities
• On characterizing the normal distribution by Student's law
• Certain characterizations of normal distribution via transformations
• On some characterizations of spherical distributions

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