On Khatri's characterization of the inverse‐Gaussian distribution | Zendy

Letac GÉRard | Zendy; Seshadri Vanamamalai | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Premium

On Khatri's characterization of the inverse‐Gaussian distribution

Author(s) -

Letac GÉRard,

Seshadri Vanamamalai

Publication year - 1985

Publication title -

canadian journal of statistics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.804

H-Index - 51

eISSN - 1708-945X

pISSN - 0319-5724

DOI - 10.2307/3315155

Subject(s) - inverse gaussian distribution , characterization (materials science) , gaussian , independence (probability theory) , inverse , mathematics , normal inverse gaussian distribution , random variable , inverse distribution , distribution (mathematics) , calculus (dental) , statistics , pure mathematics , statistical physics , mathematical analysis , gaussian process , gaussian random field , physics , heavy tailed distribution , geometry , quantum mechanics , medicine , dentistry , optics

Khatri has given a characterization of the inverse‐Gaussian distribution by the independence of two statistics. His proof involves assumptions on the existence of certain moments. In this note, we offer a short proof using only the positivity of the random variable X 1 .

This content is not available in your region!

Continue researching here.

Having issues? You can contact us here

Accelerating Research