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An analytic generalization of independence and identical distributiveness

Author

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  • Kagan, Abram M.
  • Székely, Gábor J.

Abstract

A generalization of the concept of independence and identical distributiveness of random variables in terms of characteristic functions is presented. We will show that some classical theorems remain valid for these generalizations.

Suggested Citation

  • Kagan, Abram M. & Székely, Gábor J., 2016. "An analytic generalization of independence and identical distributiveness," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 244-248.
    • Handle: RePEc:eee:stapro:v:110:y:2016:i:c:p:244-248
    DOI: 10.1016/j.spl.2015.10.005
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    Citations

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    Cited by:

    1. B. L. S. Prakasa Rao, 2016. "Characterizations of Probability Distributions Through Linear Forms of Q-Conditional Independent Random Variables," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(2), pages 221-230, August.
    2. Myronyuk, Margaryta, 2019. "Characterization of distributions of Q-independent random variables on locally compact Abelian groups," Statistics & Probability Letters, Elsevier, vol. 152(C), pages 82-88.
    3. Myronyuk, Margaryta, 2021. "Characterization theorems for Q-independent random variables with values in a Banach space," Statistics & Probability Letters, Elsevier, vol. 168(C).

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