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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 .