학술저널
A CHARACTERIZATION OF GAMMA DISTRIBUTION BY INDEPENDENT PROPERTY
- 충청수학회
- Journal of the Chungcheong Mathematical Society
- Volume 22, No. 1
-
2009.031 - 5 (5 pages)
- 0
Let {Xn, n 1} be a sequence of independent identically distributed(i.i.d.) sequence of positive random variables with common absolutely continuous distribution function(cdf) F(x) and probability density function(pdf) f(x) and E(X2) < 1. The random variables Xi · Xj (nk =1Xk)2 and nk =1Xk are independent for 1 i < j n if and only if {Xn, n 1} have gamma distribution.
1. Introduction
2. Main result
References
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