A Remark on Cramer’s Theorem on the Decomposition of the Normal Law
Teoriâ veroâtnostej i ee primeneniâ, Tome 1 (1956) no. 4, pp. 479-480
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H. Cramer's theorem is shown to be an equivalent of a particular case of Skitovich–Darmois' theorem on the independence of linear statistics. This means that each one of these theorems can be deduced from the other by a short elementary argument.
@article{TVP_1956_1_4_a4,
author = {Yu. V. Linnik},
title = {A {Remark} on {Cramer{\textquoteright}s} {Theorem} on the {Decomposition} of the {Normal} {Law}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {479--480},
year = {1956},
volume = {1},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1956_1_4_a4/}
}
Yu. V. Linnik. A Remark on Cramer’s Theorem on the Decomposition of the Normal Law. Teoriâ veroâtnostej i ee primeneniâ, Tome 1 (1956) no. 4, pp. 479-480. http://geodesic.mathdoc.fr/item/TVP_1956_1_4_a4/