On characterizations of the gamma and generalized inverse Gaussian distributions

DOI10.1016/j.spl.2003.11.021zbMath1067.62016OpenAlexW1977185556MaRDI QIDQ1771476

Chao-Wei Chou, Wen-Jang Huang

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.11.021

zbMATH Keywords

characterizationgamma distributiongeneralized inverse Gaussian distributionconstancy of regression

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (8)

The Matsumoto-Yor property and its converse on symmetric cones ⋮ Multivariate Matsumoto-Yor property is rather restrictive ⋮ Change of measure technique in characterizations of the gamma and Kummer distributions ⋮ Unnamed Item ⋮ On the Matsumoto-Yor type regression characterization of the gamma and Kummer distributions ⋮ Characterizations of GIG laws: a survey ⋮ An alternative inverse Gaussian distribution ⋮ Models for amplitude statistics

Cites Work

• Three dual regression schemes for the Lukacs theorem
• A characterization of the gamma process by conditional moments
• The inverse Gaussian distribution. Statistical theory and applications
• Characterizations of the Poisson process as a renewal process via two conditional moments
• Regressional characterization of the generalized inverse Gaussian population
• Interpretation via Brownian motion of some independence properties between GIG and gamma variables.
• Quadratic and inverse regressions for Wishart distributions.
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• An independence property for the product of GIG and gamma laws
• A constant regression characterization of the gamma law
• A Characterization of the Wishart Distribution
• The Lukacs–Olkin–Rubin theorem without invariance of the ``quotient
• The Matsumoto–Yor independence property for GIG and Gamma laws, revisited
• Characterizations of Some Distributions by Conditional Moments
• A Characterization of the Gamma Distribution
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