Abstract #300962

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JSM 2002 Abstract #300962
Activity Number: 285
Type: Contributed
Date/Time: Wednesday, August 14, 2002 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #300962
Title: A Note on Characterizations of the Bivariate Gamma Distribution
Author(s): Wen-Jang Huang*+
Affiliation(s): National University of Kaohsiung
Address: , Kaohsiung, International, 811, Taiwan, R.O.C.
Keywords:
Abstract:

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 gammally distributed with the same scale parameter.

In this work, properties of bivariate gamma distributions are studied. Certain regression version of Lukacs's theorem are given for the bivariate case, which extends some previous work.

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