Certain Characterizations of Normal Distribution via Transformations

G. G. Hamedani and Hans Volkmer

Journal of Multivariate Analysis, 2001, vol. 77, issue 2, 286-294

Abstract: It is well known that i.i.d. (independent and identically distributed) normal random variables are transformed into i.i.d. normal random variables by any orthogonal transformation. Less well known are nonlinear transformations with the above-mentioned property. In this work we present nonlinear transformations preserving normality, which are more general than the existing ones in the literature.

Keywords: normal; characterizations; ergodic; transformations; measure; preserving; transformations (search for similar items in EconPapers)
Date: 2001
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(00)91943-2
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:jmvana:v:77:y:2001:i:2:p:286-294

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

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().