Functional equations and characterization of probability laws through linear functions of random variables

DOI10.1016/0047-259X(72)90024-3zbMath0259.62045OpenAlexW2090903799MaRDI QIDQ2560017

Chinubal G. Khatri, C. Radhakrishna Rao

Publication date: 1972

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(72)90024-3

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (8)

A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers ⋮ Regularization and general methods in the theory of functional equations ⋮ Characterizations of multivariate normality II. Through linear regressions ⋮ Identification of a Triangular Two Equation System Without Instruments ⋮ A note on characterization of some laws by the symmetrical distribution of one linear function given another ⋮ Characterizations of multivariate normality: I. Through independence of some statistics ⋮ IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES ⋮ On the construction of functional equations with prescribed general solution

Cites Work

• On characterizing the gamma and the normal distribution
• On characterization of gamma and multivariate normal distributions by solving some functional equations in vector variables
• A Characterization of the Multivariate Normal Distribution
• A Decomposition Theorem for Vector Variables with a Linear Structure
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