Related papers: A note on characterizations of G-normal distributi…

The $G$-expectation framework is a generalization of the classical probabilistic system motivated by Knightian uncertainty, where the $G$-normal plays a central role. However, from a statistical perspective, $G$-normal distributions look…

Let $\Lambda$ be a numerical semigroup and $I\subset \Lambda$ be an ideal of $\Lambda$. The graph $G_I(\Lambda)$ assigned to an ideal $I$ of $\Lambda$ is a graph with elements of $(\Lambda \setminus I)^*$ as vertices and any two vertices…

If $X$ and $Y$ are independent random variables with distributions $\mu$ and $\nu$ then $U=\psi(X,Y)$ and $V=\phi(X,Y)$ are also independent for some $\psi$ and $\phi$. Properties of this type are known for many important probability…

The normal distribution is well-known for several results that it is the only to fulfil. The aim of the present paper is to show that many of these characterizations actually follow from the fact that the derivative of the log-density of…

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…

If $\alpha,\beta>0$ are distinct and if $A$ and $B$ are independent non-degenerate positive random variables such that $$S=\tfrac{1}{B}\,\tfrac{\beta A+B}{\alpha A+B}\quad \mbox{and}\quad T=\tfrac{1}{A}\,\tfrac{\beta A+B}{\alpha A+B} $$ are…

We generalize the following univariate characterization of the Kummer and Gamma distributions to the cone of symmetric positive definite matrices: let $X$ and $Y$ be independent, non-degenerate random variables valued in $(0, \infty)$, then…

The sum of independent, but not necessary identically distributed, exponential random variables follows hypoexponential distribution. We focus on a particular case when all, but one rate parameters of the exponential variables are…

Let $\mathbb{F}G$ denote the group algebra of the group $G$ over the field $\mathbb{F}$ with $char(\mathbb{F})\neq 2$. Given both a homomorphism $\sigma:G\rightarrow \{\pm1\}$ and a group involution $\ast: G\rightarrow G$, an oriented…

The categorical Gini correlation proposed by Dang et al. is a dependence measure to characterize independence between categorical and numerical variables. The asymptotic distributions of the sample correlation under dependence and…

We show that, for two non-trivial random variables X and Y under a sublinear expectation space, if X is independent from Y and Y is independent from X, then X and Y must be maximally distributed.

Let $X_1, X_2,\ldots, X_n$ (resp. $Y_1, Y_2,\ldots, Y_n$) be independent random variables such that $X_i$ (resp. $Y_i$) follows generalized exponential distribution with shape parameter $\theta_i$ and scale parameter $\lambda_i$ (resp.…

In this article we prove a generalization of the Ejsmont characterization of the multivariate normal distribution. Based on it, we propose a new test for independence and normality. The test uses an integral of the squared modulus of the…

By the Heyde theorem, the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of of $n$ independent random variables given another. When $n=2$ we prove analogues of this…

It is well known Heyde's characterization of the Gaussian distribution on the real line: Let $\xi_1, \xi_2,\dots, \xi_n$, $n\ge 2,$ be independent random variables, let $\alpha_j, \beta_j$ be nonzero constants such that…

Let $X_1,...,X_n$ be i.i.d. observations, where $X_i=Y_i+\sigma Z_i$ and $Y_i$ and $Z_i$ are independent. Assume that unobservable $Y$'s are distributed as a random variable $UV,$ where $U$ and $V$ are independent, $U$ has a Bernoulli…

Let F be a finitely generated field of characteristic zero and \Gamma<GL_n(F) a finitely generated subgroup. For an element g in \Gamma, let Gal(F(g)/ F) be the Galois group of the splitting field of the characteristic polynomial of g over…

Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely…

Let F be a family of functions meromorphic in a domain D. If {|f|/(1+|f|^3):f in F} is locally uniformly bounded away from zero, then F is normal.

The normal distribution has the unique property that the cumulant generating function has only two terms, namely those involving the mean and the variance. This property is used to construct a simple by using the log of the modulus of the…