ArticleOriginal scientific text

Title

Are continuous mappings preserving normality necessarily linear?

Authors 1

Affiliations

  1. Mathematical Institute, Warsaw University of Technology , Plac Politechniki 1, 00-661 Warszawa, Poland

Abstract

An example of a normal nonlinear continuous function of a normal random variable is given. Also the Cauchy case is considered.

Keywords

normal distribution, Cauchy distribution, distributions of functions of random variables

Bibliography

  1. B. C. Arnold (1979), Some characterizations of the Cauchy distribution, Austral. J. Statist. 21, 166-169.
  2. N. L. Johnson, S. Kotz and N. Balakrishnan (1994), Continuous Univariate Distributions, Vol. I, Wiley, New York.
  3. I. I. Kotlarski (1967), Problem 6164, Amer. Math. Monthly 84, 575.
  4. M. F. Neuts (1979), Cauchy random variables, ( Solution to problem 6164), ibid. 86, 229.
  5. E. J. G. Pitman and E. J. Williams (1967), Cauchy-distributed functions of Cauchy variates, Ann. Math. Statist. 38, 916-918.
  6. L. Shepp (1964), Normal functions of normal random variables, SIAM Rev. 6, 459-460.
  7. E. J. Williams (1969), Cauchy-distributed functions and a characterization of the Cauchy distribution, Ann. Math. Statist. 40, 1083-1085.
Pages:
109-112
Main language of publication
English
Received
1996-05-23
Published
1996
Exact and natural sciences