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Post Reopened by Alexandre Eremenko, Tony Huynh, Stefan Kohl, András Bátkai, Yemon Choi
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Alexandre Eremenko
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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.?

Suppose $\alpha_1, ..., \alpha_n $ are independent identically distributed random variables, $ a_1, ..., a_n,b_1,...,b_n $ are non-zero constants. Show 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.

Suppose $\alpha_1, ..., \alpha_n $ are independent identically distributed random variables, $ a_1, ..., a_n,b_1,...,b_n $ are non-zero constants. Is 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
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Alexandre Eremenko
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  • 259
  • 429

Suppose $\alpha_1, ..., \alpha_n $ are independent identically distributed random variables, $ a_1, ..., a_n,b_1,...,b_n $ are non-zero constants. Show 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 both normal variables.

Suppose $\alpha_1, ..., \alpha_n $ are independent identically distributed random variables, $ a_1, ..., a_n,b_1,...,b_n $ are non-zero constants. Show 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 both normal variables.

Suppose $\alpha_1, ..., \alpha_n $ are independent identically distributed random variables, $ a_1, ..., a_n,b_1,...,b_n $ are non-zero constants. Show 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.

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A problem about normal distribution, independent random variables

Suppose $\alpha_1, ..., \alpha_n $ are independent identically distributed random variables, $ a_1, ..., a_n,b_1,...,b_n $ are non-zero constants. Show 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 both normal variables.