On a Conjecture of Norton’s
1982
If X and Y are nondiscrete identically distributed independent random variables (iid rv’s) having all moments and such that $X + Y$ has the same distribution as $XY$, it is known that X follows the arc sine law. In this paper we characterize discrete rv’s having the stated properties. This answers a conjecture of Norton’s.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
0
References
1
Citations
NaN
KQI