Identification of probability measures via distribution of quotients

Paweł Szabłowski , Jacek Wesołowski , Mohammad Ahsanullah

Abstract

Straightforward 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.
Author Paweł Szabłowski (FMIS / DAST)
Paweł Szabłowski,,
- Department of Analysis and Sigularity Theory
, Jacek Wesołowski (FMIS / DPMS)
Jacek Wesołowski,,
- Department of Probability and Mathematical Statistics
, Mohammad Ahsanullah
Mohammad Ahsanullah,,
-
Journal seriesJournal of Statistical Planning and Inference, ISSN 0378-3758
Issue year1997
Vol63
No2
Pages377-385
Keywords in English62E10, 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 Classification2604 Applied Mathematics; 1804 Statistics, Probability and Uncertainty; 2613 Statistics and Probability
DOIDOI:10.1016/S0378-3758(97)00035-9
URL http://www.sciencedirect.com/science/article/pii/S0378375897000359
Score (nominal)20
Publication indicators WoS Citations = 0; Scopus SNIP (Source Normalised Impact per Paper): 2014 = 1.115; WoS Impact Factor: 2006 = 0.497 (2) - 2007=0.651 (5)
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