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关于正态随机变量函数的正态性
On Normal Distributions for Functions of Normal Random Variables
【摘要】 讨论了正态随机变量函数的分布性问题 ,给出了若干非线性函数 ,使得复合随机变量仍然服从正态分布。在某些特定条件下 ,给出了使得复合随机变量服从正态分布的充要或充分条件 ,对于更一般的情况 ,提出了若干未解决的问题
【Abstract】 This paper investigates the distributions for functions of normal random variables,and gives some nonlinear functions such that the compound random variable is also normally distributed.Several sufficient and necessity or sufficient conditions are given under some special conditions,and some open problems are also presented for more general cases.
【关键词】 正态分布;
随机变量;
非线性函数;
充要条件;
【Key words】 Normal distribution; Random variable; Nonlinear function; Sufficient and necessity condition;
【Key words】 Normal distribution; Random variable; Nonlinear function; Sufficient and necessity condition;
- 【文献出处】 南京邮电学院学报(自然科学版) ,Journal of Nanjing Institute of Posts and Telecommunications(Natural Science) , 编辑部邮箱 ,2001年04期
- 【分类号】O211.6
- 【被引频次】3
- 【下载频次】200