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Characterizations of the normal distribution by suitable transformations

Published online by Cambridge University Press:  14 July 2016

S. Beer  and
E. Lukacs
S. Beer
Affiliation:
The Institute of Technology of Vienna
E. Lukacs*
Affiliation:
The Catholic University of America
*
∗ Now at Bowling Green State University, Ohio.
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Abstract

Yu. V. Linnik showed that certain transformations, given by Formulae (1.1), (1.6) and (1.7) transform a normal sample into itself. The transformations (1.1) and (1.7) apply to samples of size 2 while (1.6) admits an arbitrary sample size. It is also assumed that the population mean is zero.

In the present paper the converse theorems are proven so that characterizations of the normal distribution are obtained. The problem leads to the functional equations (2.3) and (2.13) whose solution yields the desired results.

Keywords

CHARACTERIZATIONSNORMAL DISTRIBUTIONTRANSFORMATIONS OF NORMAL SAMPLESFUNCTIONAL EQUATION
Type
Research Papers
Information
Journal of Applied Probability , Volume 10 , Issue 1 , March 1973 , pp. 100 - 108
Copyright
Copyright © Applied Probability Trust 1973 

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Footnotes

This paper was partly written during Professor Lukacs' visit to the Institute of Technology, Vienna, and also while Miss Beer subsequently visited the Catholic University of America. The work was supported by the National Science Foundation under grant NSF-GP-22585.

1

Personal communication of Professor Linnik.

References

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