A note on characterizations of G-normal distribution
Probability
2015-08-24 v3
Abstract
In this paper, we show that the G-normality of X and Y can be characterized according to the form of f such that the distribution of {\lambda}+f({\lambda})Y does not depend on {\lambda}, where Y is an independent copy of X and {\lambda} is in the domain of f. Without the condition that Y is identically distributed with X, we still have a similar argument.
Keywords
Cite
@article{arxiv.1402.4631,
title = {A note on characterizations of G-normal distribution},
author = {Peng Luo and Guangyan Jia},
journal= {arXiv preprint arXiv:1402.4631},
year = {2015}
}