کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153180 958321 2013 4 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On orthogonality of (X+Y)(X+Y) and X/(X+Y)X/(X+Y) rather than independence
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
On orthogonality of (X+Y)(X+Y) and X/(X+Y)X/(X+Y) rather than independence
چکیده انگلیسی

If XX and YY are independent and if X+YX+Y and X/(X+Y)X/(X+Y) are independent random variables, then XX and YY must have gamma distributions. To confirm that lack of correlation between XX and X/(X+Y)X/(X+Y) does not characterize the gamma distribution, a large class of distributions are identified for which cov[X,X/(X+Y)]=0. A related question in the context of matrix-variate distributions is addressed.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 83, Issue 2, February 2013, Pages 584–587
نویسندگان
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