A characterization of the arcsine distribution

Schmidt, Karl Michael ORCID: https://orcid.org/0000-0002-0227-3024 and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279 2009. A characterization of the arcsine distribution. Statistics & Probability Letters 79 (24) , pp. 2451-2455. 10.1016/j.spl.2009.08.018

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Abstract

The following characterization of the arcsine density is established. Let ξ be a r.v. supported on (−1,1); then ξ has the arcsine density , −1<t<1, if and only if Elog(ξ−x)2 has the same value for almost all x∈[−1,1].

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Mathematics
Subjects:	Q Science > QA Mathematics
Publisher:	Elsevier
ISSN:	0167-7152
Last Modified:	18 Oct 2022 13:15
URI:	https://orca.cardiff.ac.uk/id/eprint/13232

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