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A result of shepp |
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| Authors: | M P Quine |
| Institution: | School of Mathematics and Statistics University of Sydney, NSW 2006, Australia |
| Abstract: | A simple direct proof is given of a result due to L. Shepp that a certain function of two independent normal random variables with zero means and possibly unequal variances is itself normal. |
| Keywords: | Normal function Normal distribution Stable distribution Chi-squared distribution |
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