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Stability of a characterization of normal distributions based on the first two conditional moments
2000
International Journal of Mathematics and Mathematical Sciences
Preserved Fulltext
A characterization of normal distributions of two independent random variablesXandYwith a finiteE[X2]based on the linearity ofE[X|X+Y]and the homoscedasticity ofvar[X|X+Y]given by Rao (1976) is proved to be stable.
doi:10.1155/s0161171200001757
fatcat:enthyf7inzgibl3gxet2ajhvoi