On a characterization question for symmetric random variables

If X1, X2 are independent with common density g symmetric about zero, then for all real [alpha]. We provide a counter example to show that the converse is false and thus settle a question posed by Burdick (1972).

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Year of publication:	1985
Authors:	Feuerverger, Andrey ; Steele, J. Michael
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 1, p. 35-37
Publisher:	Elsevier
Keywords:	symmetric random variables medians fractional moments logarithmic moment characteristic functions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319708