Summary
IfX, Y, Z are three random observations from a normal population with mean zero then the characteristic function of (X/Z, Y/Z) is exp\(( - \sqrt {t^2 + u^2 } )\). It is shown in this paper that this property characterizes the normal law.
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References
R. G. Laha, “On a class of distribution functions where the quotient follows the Cauchy law,”Trans. Amer. Math. Soc., 93 (1959), 205–215.
R. P. Pakshirajan and M. Sudhakara Rao, “On the generalized law of Cauchy and Gauss,”Mysore University Journal, 1967.
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Pakshirajan, R.P., Mohan, N.R. A characterization of the normal law. Ann Inst Stat Math 21, 529–532 (1969). https://doi.org/10.1007/BF02532276
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DOI: https://doi.org/10.1007/BF02532276