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A characterization of the arcsine distribution

Schmidt, Karl Michael and Zhigljavsky, Anatoly Alexandrovich 2009. A characterization of the arcsine distribution. Statistics & Probability Letters 79 (24) , pp. 2451-2455. 10.1016/j.spl.2009.08.018

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Abstract

The following characterization of the arcsine density is established. Let ξ be a r.v. supported on (−1,1); then ξ has the arcsine density , −1<t<1, if and only if Elog(ξ−x)2 has the same value for almost all x∈[−1,1].

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Publisher: Elsevier
ISSN: 0167-7152
Last Modified: 04 Jun 2017 04:24
URI: http://orca.cf.ac.uk/id/eprint/13232

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