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.
Identifer | oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0628102-151009 |
Date | 28 June 2002 |
Creators | Chang, Shu-Hui |
Contributors | M.N.L Hung, W.J. Hung, J. C. Su |
Publisher | NSYSU |
Source Sets | NSYSU Electronic Thesis and Dissertation Archive |
Language | English |
Detected Language | English |
Type | text |
Format | application/pdf |
Source | http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628102-151009 |
Rights | unrestricted, Copyright information available at source archive |
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