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Certain Characterizations of Normal Distribution via Transformations

Author

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  • Hamedani, G. G.
  • Volkmer, Hans

Abstract

It is well known that i.i.d. (independent and identically distributed) normal random variables are transformed into i.i.d. normal random variables by any orthogonal transformation. Less well known are nonlinear transformations with the above-mentioned property. In this work we present nonlinear transformations preserving normality, which are more general than the existing ones in the literature.

Suggested Citation

  • Hamedani, G. G. & Volkmer, Hans, 2001. "Certain Characterizations of Normal Distribution via Transformations," Journal of Multivariate Analysis, Elsevier, vol. 77(2), pages 286-294, May.
    • Handle: RePEc:eee:jmvana:v:77:y:2001:i:2:p:286-294
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    Cited by:

    1. Jolanta Misiewicz & Jacek WesoĊ‚owski, 2012. "Winding planar probabilities," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(4), pages 507-519, May.

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