On Kummer's distribution of type two and a generalized beta distribution

DOI10.1016/j.spl.2016.03.014zbMath1380.62047OpenAlexW2466089429MaRDI QIDQ312086

Marwa Hamza, Pierre Vallois

Publication date: 13 September 2016

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

Full work available at URL: https://doi.org/10.1016/j.spl.2016.03.014

zbMATH Keywords

generalized beta distributionKummer distribution of type twoLetac Wesołowski MatsumotoYor independence property

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Characterization and structure theory of statistical distributions (62E10) Stopping times; optimal stopping problems; gambling theory (60G40) Convergence of probability measures (60B10)

Related Items (6)

Change of measure technique in characterizations of the gamma and Kummer distributions ⋮ Yang-Baxter maps and independence preserving property ⋮ About the Stein equation for the generalized inverse Gaussian and Kummer distributions ⋮ Dyson’s disordered linear chain from a random matrix theory viewpoint ⋮ Regression conditions that characterize free-Poisson and free-Kummer distributions ⋮ Bayesian estimation and prediction for certain type of mixtures

Cites Work

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• An independence property for the product of GIG and gamma laws
• An Analogue of Pitman’s 2M — X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws
• A characterization of the generalized inverse Gaussian distribution by continued fractions
• Libby and Novick's generalized beta exponential distribution

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