Some Characterization Results Based on Certain Conditional Expectations
碩士 === 國立高雄大學 === 統計學研究所 === 94 === Given two independent non-degenerate positive random variables $X$ and $Y$, Lukacs (1955) proved that $X/(X+Y)$ and $X+Y$ are independent if and only if $X$ and $Y$ are gamma distributed with the same scale parameter. In this work, under the assumption $X/U$ and $...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2006
|
Online Access: | http://ndltd.ncl.edu.tw/handle/74196557922605159629 |