Independence properties of the Matsumoto-Yor type (Q408091): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3098358436 / rank | |||
Normal rank |
Latest revision as of 10:33, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Independence properties of the Matsumoto-Yor type |
scientific article |
Statements
Independence properties of the Matsumoto-Yor type (English)
0 references
29 March 2012
0 references
The object of this paper are Letac-Wesolowski-Matsumoto-Yor (LWMY) functions. These are decreasing functions from \((0,\infty)\) onto \((0,\infty)\) with the following property: there exist independent positive random variables \(X\) and \(Y\) such that the variables \(f(X+Y)\) and \(f(X)-f(X+Y)\) are independent. The authors prove that under additional assumptions there are essentially four such functions.
0 references
gamma distribution
0 references
generalized inverse Gaussian distribution
0 references
Kummer distribution
0 references
Matsumoto-Yor property
0 references
0 references
0 references