On characterizations of beta and gamma distributions

Characterizations based on a product of independent random variables are presented for gamma and beta distributions, thereby extending recent results due to Kotz and Steutel and the authors. Moment methods are useful in some proofs. Links are made to multivariate analogues.

MoreLess

Year of publication:	1991
Authors:	Yeo, G. F. ; Milne, R. K.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 11.1991, 3, p. 239-242
Publisher:	Elsevier
Keywords:	Characterizations gamma distributions beta distributions moments renewal process

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313920