A non-Lukacsian regressional characterization of the gamma distribution

DOI10.1016/0893-9659(92)90093-OzbMath0753.62008OpenAlexW2054551849MaRDI QIDQ1195654

Jerzy Pusz, Jacek Wesołowski

Publication date: 6 January 1993

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0893-9659(92)90093-o

zbMATH Keywords

linear forms in independent random variablesnew characterization of the gamma lawsecond order conditional structure

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Related Items

Characterizations of the Poisson process as a renewal process via two conditional moments

Cites Work

• A characterization of the gamma process by conditional moments
• On a problem connected with quadratic regression
• A constant regression characterization of the gamma law
• Extension of darmois-skitcvic theorem to functions of random variables satisfying an addition theorem
• A Characterization of the Gamma Distribution
• Unnamed Item

This page was built for publication: A non-Lukacsian regressional characterization of the gamma distribution