A note on characterizations of the bivariate gamma distribution

DOI10.1016/J.JSPI.2003.09.034MaRDI QIDQ1765770zbMATH OpenOpenAlexFDO

Authors Chao-Wei Chou, Wen-Jang Huang

Publication date 23 February 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2003.09.034

zbMATH Keywords

Bivariate gamma distributionCharacterizationConstancy of regressionLaplace transform

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A Characterization of the Gamma Distribution
• A constant regression characterization of the gamma law
• Characterizations of Some Distributions by Conditional Moments
• Characterizations of the Poisson process as a renewal process via two conditional moments
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• On a characterization of the gamma distribution: The independence of the sample mean and the sample coefficient of variation
• On some characterizations of population distributions
• The diagonal multivariate natural exponential families and their classification

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(12)

• A differential equations approach to the modal location for a family of bivariate gamma distributions
• Identification of power distribution mixtures through regression of exponentials
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• Mutual characterizations of the gamma and the generalized inverse Gaussian laws by constancy of regression
• Characterizations of the gamma distribution via conditional moments
• scientific article; zbMATH DE number 3913444 (Why is no real title available?)
• On the dependence of X₁+ X₂and X₁/X₂
• The Lukacs–Olkin–Rubin theorem without invariance of the ``quotient
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