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A Study of Gamma Distributions and Some Related WorksChou, Chao-Wei 11 May 2004 (has links)
Characterization of distributions has been an important topic in statistical theory for decades. Although there have been many well known results already developed, it is still of great interest to find new characterizations of commonly used distributions in application, such as normal or gamma distribution. In practice, sometimes we make guesses on the distribution to be fitted to the data observed, sometimes we use the characteristic properties of those distributions to do so. In this paper we will restrict our attention to the characterizations of gamma distribution as well as some related studies on the corresponding parameter estimation based on the characterization properties. Some simulation studies are also given.
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