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A conditional limit construction of the normal probability density

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Summary

It is shown that a normal probability density can be characterized as a limit of conditional probability densities of i.i.d. uniform random variables.

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Authors and Affiliations

  1. Yonsei University, Seoul, Korea

    B. S. Choi

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  1. B. S. Choi
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Choi, B.S. A conditional limit construction of the normal probability density. Ann Inst Stat Math 37, 535–539 (1985). https://doi.org/10.1007/BF02481122

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  • DOI: https://doi.org/10.1007/BF02481122

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