A characterization of distributions of independent random vectors by the independence of transformed vectors

Lyle Cook

Journal of Multivariate Analysis, 1974, vol. 4, issue 2, 235-240

Abstract: If W and Z are independent random vectors and Y1, Y2, ..., Yn are the result of a transformation satisfying certain general conditions then W and Z are distributed according to a certain class of densities if and only if for suitable q, (Y1, ..., Yq) and (Yq+1, ..., Yn) are independent.

Keywords: Characterization; normal; distribution; gamma; distribution; Cauchy; equation (search for similar items in EconPapers)
Date: 1974
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