Stability of a characterization of normal distributions based on the first two conditional moments

Truc T. Nguyen and Khoan T. Dinh

International Journal of Mathematics and Mathematical Sciences, 2000, vol. 23, 1-11

Abstract:

A characterization of normal distributions of two independent random variables X and Y with a finite E [ X 2 ] 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.

Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:989826

DOI: 10.1155/S0161171200001757

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