This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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585
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Type:
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Contributed
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Date/Time:
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Wednesday, August 4, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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| Abstract - #306920 |
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Title:
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Identification of Power Distribution Mixtures Through Regression of Exponentials
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Author(s):
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Wen-Jang Huang*+
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Companies:
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National University of Kaohsiung
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Address:
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700 Kaohsiung University Rd., Kaohsiung, 811, Taiwan, R.O.C.
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Keywords:
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Beta distribution ;
characterization ;
constant regression ;
conditional expectation ;
gamma distribution ;
mixture distributions
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Abstract:
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Given two independent non-degenerate positive random variables X and Y, Lukacs (1955) proved that X/(X+Y) and X+Y are independent if and only if X and Y are gamma distributed with the same scale parameter. In this work, under the assumption X/U and U are independent, and X/U has a Beta(p,q) distribution, we characterize the distribution of (U,X) by the condition E(h(U-X)|X)=b, where h is allowed to be an exponential function or trigonometric function. Among others, we prove if q=1, and for some positive integer n, under certain condition about constant regression sum of n conditional expectations, the distribution of (U,X) can be determined. Some other related results are also presented.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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