A constant regression characterization of the gamma law

Authors
Weso.owski, Jacek
Citation
Weso.owski, Jacek, A constant regression characterization of the gamma law, Advances in applied probability , 22(2), 1990, pp. 488-490
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
22
Issue
2
Year of publication
1990
Pages
488 - 490
Database
ACNP
SICI code
Abstract
A constant regression of the quotient on the sum of two i.i.d. non-degenerate positive random variables is a characteristic property of the gamma distribution.