An extension of the Darmois-Skitovitch theorem to a class of dependent random variables

DOI10.1016/S0167-7152(99)00139-XzbMath0981.60003MaRDI QIDQ1975355

Jacek Wesołowski, Abram M. Kagan

Publication date: 14 March 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

characteristic functionmultivariate Gaussian distributioncharacterizations of probability distributionsDarmois-Skitovitch theoremfactorizable distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

Related Items (5)

Transfer theorems in exponential families ⋮ Independence of linear forms with random coefficients ⋮ THE SKITOVICH–DARMOIS THEOREM FOR LOCALLY COMPACT ABELIAN GROUPS ⋮ Independent linear forms on connected Abelian groups ⋮ A study of generalized skew-normal distribution

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• A Property of the Normal Distribution
• New Classes of Dependent Random Variables and a Generalization of the Darmois–Skitovich Theorem to Several Forms

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