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Statistica Sinica 2(1992), 595-604


ON THE KADANE-DUNCAN CONJECTURE


Gang Li


State University of New York at Binghamton


Abstract: Let X1 and X2 be two independent, nondegenerate and symmetric random variables with centers of symmetry μ1 and μ2 respectively. This note proves the Kadane-Duncan conjecture that X1X2 is symmetric if and only if μ1μ2=0.



Key words and phrases: Independent random variables, symmetric random variables, nondegenerate random variables, center of symmetry.



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