Abstract
A classic result in probability theory states that two independent real-valued random variables having independent sum and difference are either constant or normally distributed with the same variance. In this article conditions are round on independent random variables X and Y taking values in the group of real numbers modulo 2π so that X +Y and X - Y are independent. When X and Y are identically distributed, the small number of possible distributions for which X and Y have the desired property is known. In the general case there is a richer family of possible distributions for X and Y.
Original language | English (US) |
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Pages (from-to) | 161-170 |
Number of pages | 10 |
Journal | Journal of Multivariate Analysis |
Volume | 45 |
Issue number | 2 |
DOIs | |
State | Published - May 1993 |
Externally published | Yes |
Keywords
- Characteristic sequences
- Independent sum and difference
- Probability measures on groups
- Wrapped normal distribution
ASJC Scopus subject areas
- Statistics and Probability
- Numerical Analysis
- Statistics, Probability and Uncertainty