EconPapers    
Economics at your fingertips  
 

On a characterization question for symmetric random variables

Andrey Feuerverger and J. Michael Steele

Statistics & Probability Letters, 1985, vol. 3, issue 1, 35-37

Abstract: If X1, X2 are independent with common density g symmetric about zero, then for all real [alpha]. We provide a counter example to show that the converse is false and thus settle a question posed by Burdick (1972).

Keywords: symmetric; random; variables; medians; fractional; moments; logarithmic; moment; characteristic; functions (search for similar items in EconPapers)
Date: 1985
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(85)90009-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:3:y:1985:i:1:p:35-37

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:3:y:1985:i:1:p:35-37