Cramér's decomposition theorem
id:
cram-r-s-decomposition-theorem-321-15459313
title:
Cramér's decomposition theorem
text:
Cramér’s decomposition theorem for a normal distribution is a result of probability theory. It is well known that, given independent normally distributed random variables ξ1, ξ2, their sum is normally distributed as well. It turns out that the converse is also true. The latter result, initially announced by Paul Lévy, has been proved by Harald Cramér. This became a starting point for a new subfield in probability theory, decomposition theory for random variables as sums of independent variables.
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wiki
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encyclopedia
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original url:
https://en.wikipedia.org/wiki/Cram%C3%A9r%27s_decomposition_theorem
date created:
date modified:
2023-05-01T07:46:55Z
main entity:
{"identifier":"Q2226640","url":"https://www.wikidata.org/entity/Q2226640"}
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13
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