Suppose $X$, $Y$ and $Z$ are random variables, with $Z=X+Y$.
Suppose further that $Z$ is Gaussian, $X$ and $Y$ are non-Gaussian, and that $X$ and $Y$ are independent.
What distribution could $X$ and $Y$ have? Any example would do!
Suppose $X$, $Y$ and $Z$ are random variables, with $Z=X+Y$.
Suppose further that $Z$ is Gaussian, $X$ and $Y$ are non-Gaussian, and that $X$ and $Y$ are independent.
What distribution could $X$ and $Y$ have? Any example would do!
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No such $X$ and $Y$ exist.
A well-known characterization of the Gaussian distribution is given by Cramer's theorem: