Add to ORKGAbstract. A characterization of normal distributions of two independent random vari-ables X and Y with a finite E[X2] based on the linearity of E[X | X + Y] and the ho-moscedasticity of var[X |X+Y] given by Rao (1976) is proved to be stable
Let $X$ and $Y$ be two random vectors taking values in the real finite-dimensional inner product spa...
AbstractLet (X1, X2) be a symmetric α-stable random vector with 0 < α < 2. Its distribution is chara...
AbstractLet (X1,X2) be an α-stable random vector with 0 < α < 2, not necessarily symmetric. Its dist...
Abstract. A characterization of normal distributions of two independent random vari-ables X and Y wi...
Abstract. A characterization of normal distributions of two independent random vari-ables X and Y wi...
If X1 and X2 are independent and identically distributed (i.i.d.) random variables with finite varia...
AbstractLet (X1, X2) be a symmetric α-stable random vector with 0 < α < 2. Its distribution is chara...
The distribution of the ratio of two independent normal random variables X and Y is heavy tailed and...
Let $X$ and $Y$ be two random vectors with values in $\bbfR\sp k$ and $\bbfR\sp \ell$, respectively....
Let (X1,X2) be an [alpha]-stable random vector with 0Stable distributions Stable random vectors Symm...
AbstractSeveral characterizations of multivariate stable distribution are given based on identically...
AbstractSeveral characterizations of multivariate stable distribution are given based on identically...
We shall consider an estimation of the reliability P(Y <X) , and derive moments of the ratio X/(X...
One of the characterization problems of statistics is reconstruction of types when observations can ...
In this paper we will discuss the characterization of strictly ν-normal and strictly ν-stable distri...
Let $X$ and $Y$ be two random vectors taking values in the real finite-dimensional inner product spa...
AbstractLet (X1, X2) be a symmetric α-stable random vector with 0 < α < 2. Its distribution is chara...
AbstractLet (X1,X2) be an α-stable random vector with 0 < α < 2, not necessarily symmetric. Its dist...
Abstract. A characterization of normal distributions of two independent random vari-ables X and Y wi...
Abstract. A characterization of normal distributions of two independent random vari-ables X and Y wi...
If X1 and X2 are independent and identically distributed (i.i.d.) random variables with finite varia...
AbstractLet (X1, X2) be a symmetric α-stable random vector with 0 < α < 2. Its distribution is chara...
The distribution of the ratio of two independent normal random variables X and Y is heavy tailed and...
Let $X$ and $Y$ be two random vectors with values in $\bbfR\sp k$ and $\bbfR\sp \ell$, respectively....
Let (X1,X2) be an [alpha]-stable random vector with 0Stable distributions Stable random vectors Symm...
AbstractSeveral characterizations of multivariate stable distribution are given based on identically...
AbstractSeveral characterizations of multivariate stable distribution are given based on identically...
We shall consider an estimation of the reliability P(Y <X) , and derive moments of the ratio X/(X...
One of the characterization problems of statistics is reconstruction of types when observations can ...
In this paper we will discuss the characterization of strictly ν-normal and strictly ν-stable distri...
Let $X$ and $Y$ be two random vectors taking values in the real finite-dimensional inner product spa...
AbstractLet (X1, X2) be a symmetric α-stable random vector with 0 < α < 2. Its distribution is chara...
AbstractLet (X1,X2) be an α-stable random vector with 0 < α < 2, not necessarily symmetric. Its dist...