Identification of probability measures via distribution of quotients
Paweł Szabłowski , Jacek Wesołowski , Mohammad Ahsanullah
AbstractStraightforward generalizations of the classical Kotlarski characterization of normality using bivariate Cauchy distribution of quotients of independent r.v.'s are given. The symmetry assumption in Kotlarski's result is omitted. Two larger families of bivariate distributions are considered: symmetric second kind beta and elliptically contoured measures.
|Journal series||Journal of Statistical Planning and Inference, ISSN 0378-3758|
|Keywords in English||62E10, 62H05, Bivariate Cauchy distribution, Bivariate symmetric second kind beta distribution, Characterization of probability distribution, Elliptically contoured distribution, Normal distribution, Quotients, Reflected generalized gamma distribution|
|ASJC Classification||; ;|
|Publication indicators||= 0; : 2014 = 1.115; : 2006 = 0.497 (2) - 2007=0.651 (5)|
* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.