A Uniqueness Property Not Enjoyed by the Normal Distribution
Steck, George P.
Ann. Math. Statist., Tome 29 (1958) no. 4, p. 604-606 / Harvested from Project Euclid
It is well known that if $X$ and $Y$ (or $1/X$ and $1/Y$) are independently normally distributed with mean zero and variance $\sigma^2,$ then $X/Y$ has a Cauchy distribution. It is the purpose of this note to show that the converse statement is not true. That is, the fact that the ratio of two independent, identically distributed, random variables $X$ and $Y$ follows a Cauchy distribution is not sufficient to imply that $X$ and $Y$ (or $1/X$ and $1/Y$) are normally distributed. This will be shown by exhibiting several counterexamples.
Publié le : 1958-06-14
Classification: 
@article{1177706642,
     author = {Steck, George P.},
     title = {A Uniqueness Property Not Enjoyed by the Normal Distribution},
     journal = {Ann. Math. Statist.},
     volume = {29},
     number = {4},
     year = {1958},
     pages = { 604-606},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706642}
}
Steck, George P. A Uniqueness Property Not Enjoyed by the Normal Distribution. Ann. Math. Statist., Tome 29 (1958) no. 4, pp.  604-606. http://gdmltest.u-ga.fr/item/1177706642/