A constant regression characterization of the gamma law
- 1 June 1990
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 22 (2) , 488-490
- https://doi.org/10.2307/1427549
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
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