An n-variate characterization of the gamma and the complex wishart densities

Applied Mathematics Letters

Volumn 10, Issue 4, 1997, Pages 119-122

  Gupta, A K ^a   Kabe, D G ^b  

^a BOWLING GREEN STATE UNIVERSITY   (United States)

^b SAINT MARY S UNIVERSITY   (Canada)

Author keywords

Dirichlet density; Independence; Moment generating function; Symmetric matrices

Indexed keywords

EID: 0042126901     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0893-9659(97)00070-0     Document Type: Article

References (4)

1. E.S. Tollar, A characterization of the gamma distribution from a random difference equation, J. Appl. Prob. 25, 142-149 (1988).
2. E. Lukacs, A characterization of the gamma distribution, Ann. Math. Statist. 26, 319-324 (1955).
3. D.G. Kabe, Classical statistical analysis based on a certain hypercomplex multivariate normal distribution, Metrika 31, 63-76 (1984).
4. P.C.B. Phillips, The distribution of matrix quotients, J. Multi. Anal. 16, 157-161 (1985).