A short, information-theoretic proof of 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.
翻译:对于任何独立的随机变数,如果X+Y美元和X-Y美元是独立的,则通常分配X美元和Y美元。