A characterization of the gamma distribution from a random difference equation
1988 ◽
Vol 25
(01)
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pp. 142-149
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Keyword(s):
A characterization of the gamma distribution is considered which arises from a random difference equation. A proof without characteristic functions is given that if V and Y are independent random variables, then the independence of V · Y and (1 – V) · Y results in a characterization of the gamma distribution (after excluding the trivial cases).
1997 ◽
Vol 34
(02)
◽
pp. 508-513
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1983 ◽
Vol 20
(01)
◽
pp. 202-208
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