๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A characterization of the wald distribution

โœ Scribed by M. Ahsanullah; S. N. U. A. Kirmani


Publisher
John Wiley and Sons
Year
1984
Tongue
English
Weight
157 KB
Volume
31
Category
Article
ISSN
0894-069X

No coin nor oath required. For personal study only.

โœฆ Synopsis


Suppose X is a random variable having an absolutely continuous distribution function F(x). We assume that F ( x ) has the Wald distribution. A relation between the probability density function of X-' with that of X is used to characterize the Wald distribution.

x > 0, A, p > 0, (3) in such situation. Here p. is the mean and h is a shape parameter. The inverse Gaussian


๐Ÿ“œ SIMILAR VOLUMES


A Characterization of the Bivariate Expo
โœ N. U. Nair; V. K. R. Nair ๐Ÿ“‚ Article ๐Ÿ“… 1988 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 231 KB ๐Ÿ‘ 2 views

In this article a characterisation of the Gumbel's Bivariate Exponential Distribution is established on the basis of the propertiea of the conditional expectation of the component variables. The characterieing property is propoeed as the definition of lack of memory in the biveriate case.

Further characterization of the plasma l
โœ Wendy Craig; Sue Poulin; Andrew Bostom; Charles Eaton; Joseph Laurino; Thomas Le ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 393 KB

ther investigation of the characteristics of the apo(a) isoform-independent Lp(a) distribution is warranted. o 1995 Wiley-Liss, Inc.

A Note on the Characterization of the No
โœ Dr. M. Ahsanullah ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 127 KB ๐Ÿ‘ 2 views

Suppose X,, X,, ..., X, are independent and identically distributed random variables with absolutely continuous distribution function F. It is known that if F is standard normal distribution then (i) 2 X : is a chi-square with n degrees of freedom and (ii) nX2 is a chi-square with 1 degrees of freed

On a Characterization of Uniform Distrib
โœ S. Dasgupta; A. Goswami; B.V. Rao ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 392 KB

Denoting by \(X_{(1,} \leqslant X_{t 2} \leqslant \cdots \leqslant X_{(n)}\) the order statistic based on a random sample \(X_{1}, X_{2}, \ldots, X_{n}\) drawn from a distribution \(F\), it is shown that the property " \(E\left(X_{1} \mid X_{(1)}, X_{(n)}\right)=\frac{1}{2}\left(X_{(1)}+X_{(n)}\righ