Certain characterizations of normal distribution via transformations

Authors
Hamedani, GG Volkmer, H
Citation
Gg. Hamedani et H. Volkmer, Certain characterizations of normal distribution via transformations, J MULT ANAL, 77(2), 2001, pp. 286-294
Citations number
4
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF MULTIVARIATE ANALYSIS
ISSN journal
0047259X → ACNP
Volume
77
Issue
2
Year of publication
2001
Pages
286 - 294
Database
ISI
SICI code
0047-259X(200105)77:2<286:CCONDV>2.0.ZU;2-A
Abstract
It is well known that i.i.d. (independent and identically distributed) norm al random variables are transformed into i.i.d. normal random variables by any orthogonal transformation. Less well known are nonlinear transformation s with the above-mentioned property. In this work we present nonlinear tran sformations preserving normality. which are more general than the existing ones in the literature. (C) 2001 Academic Press.