A characterization of the gamma distribution from a random difference equation
- 1 March 1988
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 25 (1) , 142-149
- https://doi.org/10.2307/3214241
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
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