Cramér's theorem
From Wikipedia, the free encyclopedia
In mathematics, Cramér's theorem is the result that if X and Y are independent real-valued random variables whose sum X + Y is a normal random variable, then both X and Y must be normal as well. The result is named after the Swedish mathematician Harald Cramér.
[edit] References
- Cramér, Harald (1936). "Über eine Eigenschaft der normalen Verteilungsfunktion" (in German). Mathematische Zeitschrift 41 (1): 405–414. doi:. ISSN 0025-5874. MR1545629
