Which distributions have the Matsumoto-Yor property?
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Publication:428687
DOI10.1214/ECP.V16-1663zbMath1244.60016MaRDI QIDQ428687
Pierre Vallois, Angelo Efoevi Koudou
Publication date: 22 June 2012
Published in: Electronic Communications in Probability (Search for Journal in Brave)
gamma distributionbeta distributionKummer distributionMatsumoto-Yor propertygeneralized inverse Gaussian distribution
Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
Related Items (8)
On Kummer's distribution of type two and a generalized beta distribution ⋮ Kummer and gamma laws through independences on trees -- another parallel with the Matsumoto-Yor property ⋮ Change of measure technique in characterizations of the gamma and Kummer distributions ⋮ On the Matsumoto-Yor type regression characterization of the gamma and Kummer distributions ⋮ A Matsumoto-Yor characterization for Kummer and Wishart random matrices ⋮ A Matsumoto-Yor property for Kummer and Wishart random matrices ⋮ Characterizations of GIG laws: a survey ⋮ The Matsumoto-Yor property on trees for matrix variates of different dimensions
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