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A constant regression characterization of the gamma law

Published online by Cambridge University Press:  01 July 2016

Jacek Wesołowski
Jacek Wesołowski*
Affiliation:
Politechnika Warszawska
*
∗Postal address: Instytut Matematyki, Politechnika Warszawska, Plac Jedności Robotniczej 1, 00-661 Warszawa, Poland.
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Abstract

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A constant regression of the quotient on the sum of two i.i.d. non-degenerate positive random variables is a characteristic property of the gamma distribution.

Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 22 , Issue 2 , June 1990 , pp. 488 - 490
Copyright
Copyright © Applied Probability Trust 1990 

References

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