Independent Variables with Independent Sum and Difference: S1-Case
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 2[pi] 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.
Year of publication: |
1993
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Authors: | Baryshnikov, Y. ; Eisenberg, B. ; Stadje, W. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 45.1993, 2, p. 161-170
|
Publisher: |
Elsevier |
Saved in:
Saved in favorites
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