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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1979 Volume 24, Issue 3, Pages 646–648 (Mi tvp2735)

This article is cited in 1 paper

Short Communications

When has a quadratic statistics a constant regression on the sample mean?

L. B. Klebanov

Leningrad

Abstract: Let $x_1,\dots,x_n$ be independent identically distributed non-degenerate random variables with finite second moment. Let $Q$ be a quadratic statistics with real coefficients and $\Lambda=x_1+\dots+x_n$. The condition $\mathbf E(Q\mid\Lambda)=\mathbf EQ$ is studied.

Received: 05.10.1978


 English version:
Theory of Probability and its Applications, 1980, 24:3, 649–651

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