On stability of the characterization of the Cauchy law
Articles
Romanas Januškevičius
Vilnius Pedagogical University
Stasė Baliukonytė
Vilnius Pedagogical University
Published 2005-12-18
https://doi.org/10.15388/LMR.2005.29320
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Keywords

Cauchy law
identically distributed statistics
characterization theorems
stability theorems

How to Cite

Januškevičius, R. and Baliukonytė, S. (2005) “On stability of the characterization of the Cauchy law”, Lietuvos matematikos rinkinys, 45(spec.), pp. 539–541. doi:10.15388/LMR.2005.29320.

Abstract

The assumption that two linear statistics are identically distributed can be used to characterize various populations. According to B. Ramachandran and C.R. Rao theorem, if under the additional conditions the two sample means (X1, ..., Xn1)/n1 and (X1, ..., Xn2)/n2 have the same distribution as the monomial X1 then this monomial has a Cauchy law. The stability estimation in this theorem is investigated in our paper.

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