Seules les affinités préservent le type de la loi gamma à paramètre entier. (The type of the gamma laws with integer parameters is only preserved by affinities) (Q756312)

For a probability measure \(\mu\) let A(\(\mu\)) denote the set of all image measures arising from \(\mu\) under affine transformations: if the random variable X has distribution \(\mu\) then A(\(\mu\)) is the set of distributions of random variables Y that can be written as \(Y=\alpha X+\beta\) with some \(\alpha\),\(\beta\in {\mathbb{R}}\), \(\alpha\neq 0\). Interest is in the class F(\(\mu\)) of measurable maps f: \({\mathbb{R}}\to {\mathbb{R}}\) with the property that the distribution of f(Y) is in A(\(\mu\)) if the distribution of Y is. Obviously, affine transformations are in F(\(\mu\)), and for normal and uniform distributions it is known that these are the only transformations that have this property (with the obvious `almost sure' modification). In the present paper it is shown that this characterization of F(\(\mu\)) also holds for gamma distributions with integer (shape) parameter.