Some Characterization Results Based on Certain Conditional Expectations

碩士 === 國立高雄大學 === 統計學研究所 === 94 === Given two independent non-degenerate positive random variables $X$ and $Y$, Lukacs (1955) proved that $X/(X+Y)$ and $X+Y$ are independent if and only if $X$ and $Y$ are gamma distributed with the same scale parameter. In this work, under the assumption $X/U$ and $...

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Bibliographic Details
Main Authors: Chia-hua Liu, 劉嘉樺
Other Authors: Wen-Jang Huang
Format: Others
Language:en_US
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/74196557922605159629