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Characterizations of the normal distribution by suitable transformations
Published online by Cambridge University Press: 14 July 2016
Abstract
Yu. V. Linnik showed that certain transformations, given by Formulae (1.1), (1.6) and (1.7) transform a normal sample into itself. The transformations (1.1) and (1.7) apply to samples of size 2 while (1.6) admits an arbitrary sample size. It is also assumed that the population mean is zero.
In the present paper the converse theorems are proven so that characterizations of the normal distribution are obtained. The problem leads to the functional equations (2.3) and (2.13) whose solution yields the desired results.
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- Copyright © Applied Probability Trust 1973
Footnotes
This paper was partly written during Professor Lukacs' visit to the Institute of Technology, Vienna, and also while Miss Beer subsequently visited the Catholic University of America. The work was supported by the National Science Foundation under grant NSF-GP-22585.
Personal communication of Professor Linnik.
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