An Information-Theoretic Proof of the Kac–Bernstein Theorem

02/12/2022
by   J. Jon Ryu, et al.
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A short, information-theoretic proof of the Kac–Bernstein theorem, which is stated as follows, is presented: For any independent random variables X and Y, if X+Y and X-Y are independent, then X and Y are normally distributed.

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