Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2022-07-12 , DOI: 10.1016/j.spl.2022.109606 A.R. Soltani
In this article, firstly, we prove that functions of the form , constants, are the only solutions to the integral equation . This indeed gives the result of Van Asshe (1987) who used the Schwartz distribution theory to prove that for i.i.d and , if and only if has a Cauchy distribution. Secondly, by looking into certain recursive integral equations involving characteristic functions, we prove that if for an , the random weight mean has a Cauchy distribution, then has a Cauchy distribution; random variables are i.i.d, the random weights are the cuts of by a uniform sample. The multivariate analogue of this result is also provided.
中文翻译:
随机权重平均值的递归积分方程:指数函数和柯西分布
在本文中,首先,我们证明了形式的函数,常数,是积分方程的唯一解. 这确实给出了 Van Asshe (1987) 的结果,他使用 Schwartz 分布理论证明对于 iid和,当且仅当具有柯西分布。其次,通过研究某些涉及特征函数的递归积分方程,我们证明如果对于一个, 随机权重均值有一个柯西分布,那么具有柯西分布;随机变量是 iid,随机权重是通过一个统一的样本。还提供了该结果的多元类似物。