An Information-Theoretic Proof of Kac--Bernstein Theorem
CoRR(2022)
摘要
A short, information-theoretic proof of Kac--Bernstein theorem, which is stated as follows, is presented: For any independent random variables $X$ and $Y$, if $X+Y$ and $X-Y$ are independent, then $X$ and $Y$ are normally distributed.
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关键词
information-theoretic
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