Certain Characterizations of Normal Distribution via Transformations

Authors

Gholamhossein G. Hamedani, Marquette UniversityFollow
Hans Volkmer, University of Wisconsin - Milwaukee

Document Type

Article

Language

eng

Publication Date

5-2001

Publisher

Elsevier

Source Publication

Journal of Multivariate Analysis

Source ISSN

0047-259X

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.

Comments

Journal of Multivariate Analysis, Vol. 77, No. 2 (May 2001): 286-294. DOI.

Recommended Citation

Hamedani, Gholamhossein G. and Volkmer, Hans, "Certain Characterizations of Normal Distribution via Transformations" (2001). Mathematics, Statistics and Computer Science Faculty Research and Publications. 589.
https://epublications.marquette.edu/mscs_fac/589