Archimedes, Gauss, and Stein
Probability
2012-01-24 v1
Abstract
We discuss a characterization of the centered Gaussian distribution which can be read from results of Archimedes and Maxwell, and relate it to Charles Stein's well-known characterization of the same distribution. These characterizations fit into a more general framework involving the beta-gamma algebra, which explains some other characterizations appearing in the Stein's method literature.
Cite
@article{arxiv.1201.4422,
title = {Archimedes, Gauss, and Stein},
author = {Jim Pitman and Nathan Ross},
journal= {arXiv preprint arXiv:1201.4422},
year = {2012}
}
Comments
13 pages, 2 figures