A Simple Proof of a Classical Theorem which Characterizes the Gamma Distribution
<p>The following result of Lukacs is known: let X<sub>1</sub>, X<sub>2</sub>be independent, positive random variables, having the nondegenerate distributions P<sub>1</sub>and P<sub>2</sub>. Suppose that X<sub>1</sub>/X<sub>2<...
|Journal Title:||The Annals of Statistics|
|Authors and Corporations:|
|In:||The Annals of Statistics, 6, 1978, 5, p. 1165-1167|
|Type of Resource:||Electronic Article|
Institute of Mathematical Statistics