An Information-Theoretic Proof of the Kac--Bernstein Theorem
Information Theory
2022-02-22 v2 math.IT
Probability
Abstract
A short, information-theoretic proof of the Kac--Bernstein theorem, which is stated as follows, is presented: For any independent random variables and , if and are independent, then and are normally distributed.
Keywords
Cite
@article{arxiv.2202.06005,
title = {An Information-Theoretic Proof of the Kac--Bernstein Theorem},
author = {J. Jon Ryu and Young-Han Kim},
journal= {arXiv preprint arXiv:2202.06005},
year = {2022}
}
Comments
4 pages