Change of measure technique in characterizations of the gamma and Kummer distributions
From MaRDI portal
Publication:1682089
DOI10.1016/j.jmaa.2017.10.011zbMath1378.62010arXiv1702.02839OpenAlexW2762161940MaRDI QIDQ1682089
Agnieszka Piliszek, Jacek Wesołowski
Publication date: 28 November 2017
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.02839
gamma distributionchange of measureKummer distributionMatsumoto-Yor propertycharacterizations of probability distributionsconstancy of regression
Related Items
New bounds for the solution and derivatives of the Stein equation for the generalized inverse Gaussian and Kummer distributions, Yang-Baxter maps and independence preserving property, About the Stein equation for the generalized inverse Gaussian and Kummer distributions, Rate of convergence of generalized inverse Gaussian and Kummer distributions to the gamma distribution via Stein's method, A Matsumoto-Yor characterization for Kummer and Wishart random matrices, Regression conditions that characterize free-Poisson and free-Kummer distributions
Cites Work
- Unnamed Item
- Unnamed Item
- On Kummer's distribution of type two and a generalized beta distribution
- Kummer and gamma laws through independences on trees -- another parallel with the Matsumoto-Yor property
- Independence properties of the Matsumoto-Yor type
- Which distributions have the Matsumoto-Yor property?
- A Matsumoto-Yor property for Kummer and Wishart random matrices
- The Matsumoto-Yor property on trees for matrix variates of different dimensions
- A generalized gamma distribution with application to drought data
- On the Matsumoto-Yor type regression characterization of the gamma and Kummer distributions
- Finite mixture of gamma distributions: a conjugate prior
- Bayesian inference for Pareto populations
- Generalized gamma convolutions and related classes of distributions and densities
- Characterizations of the Poisson process as a renewal process via two conditional moments
- A Bayesian analysis of a queueing system with unlimited service
- The Matsumoto-Yor property on trees
- On characterizations of the gamma and generalized inverse Gaussian distributions
- An independence property for the product of GIG and gamma laws
- An Analogue of Pitman’s 2M — X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws
- Matrix variate Kummer-Gamma distribution
- Bayes estimation of shape parameter of classical pareto distribution under livex loss function
- Explicit invariant measures for products of random matrices
- On a recent generalization of gamma distribution
- A generalized gamma distribution and its application in reliabilty
- Characterizations of Some Distributions by Conditional Moments
- The Dynamics of a Disordered Linear Chain
- A Characterization of the Gamma Distribution
- On Generalized Gamma Functions Occurring in Diffraction Theory*