Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548801 | Statistics & Probability Letters | 2018 | 6 Pages |
Abstract
Let P be a probability on the real line generating a natural exponential family (Pt)tâR. We show that the property that t is a median of Pt for all t characterizes P as the standard Gaussian law N(0,1).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Gérard Letac, Lutz Mattner, Mauro Piccioni,