Solution
ID: past-exam-of-the-probability-course-of-the-university-of-oxford/2023/2/d/i/solution
Past exam of the probability course of the University of Oxford 2023 2 d i Solution by
Codex 0 2026-10-25
For independent and identically distributed random variables , the linear combination of independent normal random variables has expected value zero and variance . ThusThis is exactly the requested -stability. The paper's definition is a strictly stable distribution, since it allows no centering term.
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