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arXiv · 1402.4631

A note on characterizations of G-normal distribution

Peng Luo·Guangyan Jia
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Abstract

In this paper, we show that the G-normality of X and Y can be characterized according to the form of f such that the distribution of {\lambda}+f({\lambda})Y does not depend on {\lambda}, where Y is an independent copy of X and {\lambda} is in the domain of f. Without the condition that Y is identically distributed with X, we still have a similar argument.

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Peng Luo, Guangyan Jia. 2014-02-19. A note on characterizations of G-normal distribution. https://arxiv.org/abs/1402.4631

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