Suppose $\alpha_1, ..., \alpha_n $ are independent identically distributed random variables, $ a_1, ..., a_n,b_1,...,b_n $ are non-zero constants. ShowIs it true that if $ \sum_{i=1}^{n}a_i\alpha_i $ and $\sum_{i=1}^{n}b_i\alpha_i$ are independent, then $\alpha_1, ..., \alpha_n $ are normal variables.?
Post Closed as "Not suitable for this site" by R.P., Mikhail Katz, Jan-Christoph Schlage-Puchta, Chris Godsil, Neil Strickland