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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국전산응용수학회 Journal of applied mathematics & informatics Journal of applied mathematics & informatics 제35권 제3호
- 발행연도
- 2017.1
- 수록면
- 261 - 265 (5page)
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초록· 키워드
오류제보하기
Let X and Y be independent identically distributed nondegenerate random variables with common absolutely continuous probability distribution function F(x) and the corresponding probability density function f(x) and $E(X^2)$<${\infty}$. Put Z = max(X, Y) and W = min(X, Y). In this paper, it is proved that Z - W and Z + W or$(X-Y)^2$ and X + Y are independent if and only if X and Y have normal distribution.
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참고문헌 (5)
참고문헌 신청
M. Ahsanuallah / 1995 / Record Statistics / Nova Science publishers, Inc
N. Bansal / 1999 / Some characterizations of the normal distribution / Statistics and Probability Letters 42:393~400
M-Y. Lee / 2012 / A Kotz and Steutel type of characterization of the gamma distri-bution / Aequat.Math. Statist 84:121~124
E. Lukacs / 1955 / A characterization of the gamma distribution / Ann. Math. Statist 26:319~324
E. Lukacs / 1964 / Applications of Characteristic Functions / Charles Griffin
N. Bansal / 1999 / Some characterizations of the normal distribution / Statistics and Probability Letters 42:393~400
M-Y. Lee / 2012 / A Kotz and Steutel type of characterization of the gamma distri-bution / Aequat.Math. Statist 84:121~124
E. Lukacs / 1955 / A characterization of the gamma distribution / Ann. Math. Statist 26:319~324
E. Lukacs / 1964 / Applications of Characteristic Functions / Charles Griffin
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