Independent variables with independent sum and difference: S1-case

Y. Baryshnikov, B. Eisenberg, W. Stadje

研究成果: Contribution to journalArticle査読

12 被引用数 (Scopus)

抄録

A classic result in probability theory states that two independent real-valued random variables having independent sum and difference are either constant or normally distributed with the same variance. In this article conditions are round on independent random variables X and Y taking values in the group of real numbers modulo 2π so that X +Y and X - Y are independent. When X and Y are identically distributed, the small number of possible distributions for which X and Y have the desired property is known. In the general case there is a richer family of possible distributions for X and Y.

本文言語英語
ページ(範囲)161-170
ページ数10
ジャーナルJournal of Multivariate Analysis
45
2
DOI
出版ステータス出版済み - 5 1993
外部発表はい

All Science Journal Classification (ASJC) codes

  • 統計学および確率
  • 数値解析
  • 統計学、確率および不確実性

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