CHARACTERIZATIONS OF GAMMA DISTRIBUTION VIA SUB-INDEPENDENT RANDOM VARIABLES

• 발행기관: 충청수학회
• 저자명: G. G. Hamedani
• 간행물 정보: 『Journal of the Chungcheong Mathematical Society』Volume 28, No. 2, 187~194쪽, 전체 8쪽
• 주제분류: 자연과학 > 자연과학일반
• 파일형태: PDF
• 발행일자: 2015.05.30

국문 초록

The concept of sub-independence is based on the convolution of the distributions of the random variables. It is much weaker than that of independence, but is shown to be sufficient to yield the conclusions of important theorems and results in probability and statistics. It also provides a measure of dissociation between two random variables which is much stronger than uncor-relatedness. Inspired by the excellent work of Jin and Lee (2014), we present certain characterizations of gamma distribution based on the concept of sub-independence.

목차

1. Introduction

2. Characterizations

키워드

sub-independence characteristic function characterizations.