A Characterization of the Gamma Distribution from a Random Difference Equation.

Abstract

A characterization of the gamma distribution is considered which arises from a random difference equation. A proof without characteristic functions is given that if V and Y are independent random variables, then the independence of V.Y and (1-V).Y results in a characterization of the gamma distribution (after excluding the trivial cases). Keywords: random difference equation; gamma distribution; independence.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1985
Accession Number
ADA161282

Entities

People

  • Eric S. Tollar

Organizations

  • Florida State University

Tags

DTIC Thesaurus Topics

  • Difference Equations
  • Equations
  • Governments
  • Military Research
  • Probability
  • Radioactive Materials
  • Random Variables
  • Random Walk
  • Statistics
  • Two Dimensional
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.