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Independence about some kinds of functions of normal variables. (Chinese. English summary) Zbl 0841.62047
Summary: We discuss the independence of \(f(x)\) and \(C'{\mathbf z}\) (or \({\mathbf z}' A{\mathbf z}\)), where \({\mathbf z}= (z_1, \dots, z_n)'\), \(z_1, \dots, z_n\) are independent normal variables.
MSC:
62H05 Characterization and structure theory for multivariate probability distributions; copulas
62H99 Multivariate analysis
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