Stability of a characterization of normal distributions based on the first two conditional moments
A characterization of normal distributions of two independent random variables X and Y with a finite E[X2] based on the linearity of E[X|X+Y] and the homoscedasticity of var[X|X+Y] given by Rao (1976) is proved to be stable.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2000-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171200001757 |