Return to search

On some characterizations of the gamma and beta distributions

In this work first we characterize two nondegenerate positive random variables X and Y to be gammally distributed with the same scale parameter under the assumptions X/Y}|Y~B(p,q) and E((Y-X)^k|X)=b for some fixed integer k>1
and constant b. Among others characterizations of the gamma and beta distributions based on some special quadratic forms of conditional moments are also investigated.

Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0628102-151009
Date28 June 2002
CreatorsChang, Shu-Hui
ContributorsM.N.L Hung, W.J. Hung, J. C. Su
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageEnglish
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628102-151009
Rightsunrestricted, Copyright information available at source archive

Page generated in 0.0022 seconds