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Note on a characterization of gamma distributions

โœ Scribed by Wen-Jang Huang; Li-Sue Chen


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
198 KB
Volume
8
Category
Article
ISSN
0167-7152

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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