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A characterization of the bivariate elliptically contoured distribution

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Abstract

The Cauchy distribution of the quotient of two random variables and its independence of the sum of squares of them together with some symmetry assumptions are the characteristic property of the bivariate elliptically contoured measures.

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  1. Mathematical Institute, Warsaw University of Technology, Plac Politechniki 1, 00-661, Warsaw, Poland

    J. Wesołowski

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  1. J. Wesołowski
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Wesołowski, J. A characterization of the bivariate elliptically contoured distribution. Statistical Papers 33, 143–149 (1992). https://doi.org/10.1007/BF02925319

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  • DOI: https://doi.org/10.1007/BF02925319

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