Recent Works on Characterizations of the Gamma Distribution and Related Studies

10.29973/JCSA.200406.0006

Chao-Wei Chou；Wen-Jang Huang

Beta distribution ； bivariate gamma distribution ； change of measure ； characterization ； constancy of regression ； gamma distribution ； generalized

中國統計學報

42卷2期（2004 / 06 / 01）

183 - 208

英文

Characterization of probabilistic distributions has been an important topic in statistical theory for decades. Although there have been many well known results, some new characterizations of commonly used distributions, such as normal or gamma distributions, are found useful in many applications. In practice, such characteristic properties can be used to represent the observed data. In this paper we restrict our attention to the recent works of characterizations of the gamma distribution and the gamma renewal process, as well as to some related studies on the corresponding parameter estimation based on the characterization properties. Simulation studies are presented to demonstrate how these characterization techniques can be used to help determine the distributions of the observed data sets.

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