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An application of the convolution inequality for the Fisher information |
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| Authors: | Yoshiaki Itoh |
| Affiliation: | (1) The Institute of Statistical Mathematics, 4-6-7, Minami-Azabu, Minato-ku, 106 Tokyo, Japan |
| Abstract: | A characterization of the normal distribution by a statistical independence on a linear transformation of two mutually independent random variables is proved by using the convolution inequality for the Fisher information. |
| Keywords: | The Fisher information convolution inequality statistical independence characterization of the normal distribution |
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