Chou, Chao-Wei; Huang, Wen-Jang - In: Statistics & Probability Letters 69 (2004) 4, pp. 381-388
Given two independent non-degenerate positive random variables X and Y, Letac and Wesolowski (Ann. Probab. 28 (2000) 1371) proved that U=(X+Y)-1 and V=X-1-(X+Y)-1 are independent if and only if X and Y are generalized inverse Gaussian (GIG) and gamma distributed, respectively. Note that...
