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A Kotz and Steutel type of characterization of the gamma family
Authors:Min-Young Lee  Janos Galambos
Institution:1. Department of Mathematics, Dankook University, Cheonan, Chungnam, 330-714, Korea
2. Department of Mathematics, Temple University, Philadelphia, PA, 19122, USA
Abstract:Let X and Y be independent identically distributed (i.i.d.) nondegenerate and positive random variables with a common absolutely continuous distribution function F(x). We use the notation Z?=?max(X, Y) and W?=?min(X, Y). In the present paper, we prove that ${\frac{(Z - W)}{(Z + W)}}$ and (Z +?W) are independent if and only if X and Y have gamma distribution.
Keywords:
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