On a Characterization of the Multi-Dimensional Normal Law by the Independence of Linear Statistics

1980 ◽  
Vol 24 (2) ◽  
pp. 388-392
Author(s):  
A. A. Zinger
Keyword(s):  
1987 ◽  
Vol 6 (1) ◽  
pp. 11-12
Author(s):  
Jacek Wesoł;owski
Keyword(s):  

1967 ◽  
Vol 12 (3) ◽  
pp. 512-514 ◽  
Author(s):  
A. M. Kagan ◽  
O. V. Shalaevskii

2021 ◽  
Vol 109 (123) ◽  
pp. 77-82
Author(s):  
Péter Kevei

We prove that h?(x) = ??x0 y??1F?(y)dy is regularly varying with index ? [0, ?) if and only if V?(x) = ?[0,x] y?dF(y) is regularly varying with the same index, where ? > 0, F(x) is a distribution function of a nonnegative random variable, and F?(x) = 1?F(x). This contains at ? = 0, ?= 1 a result of Rogozin [8] on relative stability, and at ? = 0, ? = 2 a new, equivalent characterization of the domain of attraction of the normal law. For ? = 0 and ? > 0 our result implies a recent conjecture by Seneta [9].


1969 ◽  
Vol 21 (1) ◽  
pp. 529-532
Author(s):  
R. P. Pakshirajan ◽  
N. R. Mohan
Keyword(s):  

2016 ◽  
Vol 126 (12) ◽  
pp. 3865-3887 ◽  
Author(s):  
S.G. Bobkov ◽  
G.P. Chistyakov ◽  
F. Götze
Keyword(s):  

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