Identically distributed linear forms and the normal distribution
Keyword(s):
A general discussion and survey is provided of the characterization of the normal distribution by the identical distribution of linear forms. The first result dates to 1923 when Pólya showed that if X and Y are i.i.d. random variables satisfying certain conditions, and if aX + bY is distributed as (a2 + b2)1/2X, then X has a normal distribution. This result has been generalized in several directions. In addition to a recasting of some of the results, an extension in the multivariate case is provided.
Keyword(s):
1966 ◽
Vol 3
(02)
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pp. 481-494
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Keyword(s):
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2009 ◽
Vol 49
(3)
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pp. 353-359
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1985 ◽
Vol 16
(2)
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pp. 241-252
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1978 ◽
Vol 15
(03)
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pp. 650-653
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1976 ◽
Vol 13
(04)
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pp. 818-822
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