symmetric random variable
Let be a probability space and a real random variable
defined on . is said to be symmetric
if has the same distribution function
as . A distribution function is said to be symmetric if it is the distribution function of a symmetric random variable.
Remark. By definition, if a random variable is symmetric, then exists (). Furthermore, , so that . Furthermore, let be the distribution function of . If is continuous at , then
so that . This also shows that if has a density function , then .
There are many examples of symmetric random variables, and the most common one being the normal random variables centered at . For any random variable , then the difference of two independent random variables, identically distributed as is symmetric.