Related Concepts
At the other extreme from indecomposability is infinite divisibility.
- Cramér's theorem shows that while the normal distribution is infinitely divisible, it can only be decomposed into normal distributions.
- Cochran's theorem shows that decompositions of a sum of squares of normal random variables into sums of squares of linear combinations of these variables are always independent chi-squared distributions.
Read more about this topic: Indecomposable Distribution
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