A constant regression characterization of the gamma law

1 March 1990

journal article
letter
Published by Cambridge University Press (CUP) in Advances in Applied Probability

Vol. 22 (02) , 488-490
https://doi.org/10.1017/s0001867800019704

Abstract

A constant regression of the quotient on the sum of two i.i.d. non-degenerate positive random variables is a characteristic property of the gamma distribution.

Keywords

SUM
QUOTIENT
DEGENERATE
CONSTANT REGRESSION CHARACTERIZATION
GAMMA
TWO I.I.D
POSITIVE RANDOM

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