Title of article :
Independent Variables with Independent Sum and Difference: S1-Case
Author/Authors :
Baryshnikov، نويسنده , , Y. and Eisenberg، نويسنده , , B. and Stadje، نويسنده , , W.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1993
Abstract :
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 2π 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.
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis