Abstract
In this note we establish a characterization of the normal distribution by the property that sample variations and all their orthogonal transformations have the same distribution.
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A. A. Zinger, “A problem of Kolmogorov,” Vestnik LGU, Ser. Matem., No. 1, 53–56 (1956).
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Translated from Matematicheskie Zametki, Vol. 13, No. 1, pp. 121–124, January, 1973.
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Klebanov, L.B. A characterization of the normal distribution by a property of order statistics. Mathematical Notes of the Academy of Sciences of the USSR 13, 71–73 (1973). https://doi.org/10.1007/BF01093634
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DOI: https://doi.org/10.1007/BF01093634