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학술저널

CHARACTERIZATIONS OF GAMMA DISTRIBUTION VIA SUB-INDEPENDENT RANDOM VARIABLES

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The concept of sub-independence is based on the convolution of the distributions of the random variables. It is much weaker than that of independence, but is shown to be sufficient to yield the conclusions of important theorems and results in probability and statistics. It also provides a measure of dissociation between two random variables which is much stronger than uncor-relatedness. Inspired by the excellent work of Jin and Lee (2014), we present certain characterizations of gamma distribution based on the concept of sub-independence.

1. Introduction

2. Characterizations

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