Hostname: page-component-77c89778f8-vpsfw Total loading time: 0 Render date: 2024-07-22T10:32:33.732Z Has data issue: false hasContentIssue false
  • English
  • Français

03.3.1. Normal's Deconvolution and the Independence of Sample Mean and Variance—Solution

Published online by Cambridge University Press:  01 August 2004

Karim M. Abadir  and
Jan R. Magnus
Karim M. Abadir
Affiliation:
University of York, UK
Jan R. Magnus
Affiliation:
Tilburg University, The Netherlands
Get access Rights & Permissions [Opens in a new window]

Extract

Solution to Normal's deconvolution and the independence of sample mean and variance problem.

Type
PROBLEMS AND SOLUTIONS
Information
Econometric Theory , Volume 20 , Issue 4 , August 2004 , pp. 805 - 807
Copyright
© 2004 Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Footnotes

An independent solution has been proposed by Luc Lauwers, KU Leuven, Belgium.

References

REFERENCES

Cramér, H. (1936) Über eine eigenschaft der normalen verteilungfunktion. Mathematische Zeitschrift 41, 405–414.Google Scholar
Loève, M. (1977) Probability Theory I. 4th ed. Springer-Verlag.
Zinger, A.A. (1958) Independence of quasi-polynomial statistics and analytical properties of distributions. Theory of Probability and Its Applications 3, 247–265.Google Scholar