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It is a well-known result (which can be traced back to Gauss) that the only translation family of probability densities on for which the arithmetic mean is a maximum likelihood estimate of the translation parameter originates from the normal density. We generalize this characterization of the...
Persistent link: https://www.econbiz.de/10005152756
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...
Persistent link: https://www.econbiz.de/10005152856