相关论文: Characterization of beta distribution on symmetric…

We generalize the following univariate characterization of the Kummer and Gamma distributions to the cone of symmetric positive definite matrices: let $X$ and $Y$ be independent, non-degenerate random variables valued in $(0, \infty)$, then…

It is well known Heyde's characterization of the Gaussian distribution on the real line: Let $\xi_1, \xi_2,\dots, \xi_n$, $n\ge 2,$ be independent random variables, let $\alpha_j, \beta_j$ be nonzero constants such that…

We prove the following theorem. Let $X$ be a discrete field, $\xi$ and $\eta$ be independent identically distributed random variables with values in $X$ and distribution $\mu$. The random variables $S=\xi+\eta$ and $D=(\xi-\eta)^2$ are…

If $X$ and $Y$ are independent random variables with distributions $\mu$ and $\nu$ then $U=\psi(X,Y)$ and $V=\phi(X,Y)$ are also independent for some $\psi$ and $\phi$. Properties of this type are known for many important probability…

Some remarkable properties of the beta distribution are based on relations involving independence between beta random variables such that a parameter of one among them is the sum of the parameters of an other (see (1.1) et (1.2) below).…

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…

Let X,Y,B be three independent random variables such that $X$ has the same distribution function as Y B. Assume that B is a Beta random variable with positive parameters a,b and Y has distribution function H. Pakes and Navarro (2007) show…

We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional…

Kagan and Shalaevski 1967 have shown that if the random variables $X_1,\dots,X_n$ are independent and identically distributed and the distribution of $\sum_{i=1}^n(X_i+a_i)^2$ $a_i\in \mathbb{R}$ depends only on $\sum_{i=1}^na_i^2$ , then…

Let $X_1,\ldots,X_n$ be a random sample from the Gamma distribution with density $f(x)=\lambda^{\alpha}x^{\alpha-1}e^{-\lambda x}/\Gamma(\alpha)$, $x>0$, where both $\alpha>0$ (the shape parameter) and $\lambda>0$ (the reciprocal scale…

A short, information-theoretic proof of the Kac--Bernstein theorem, which is stated as follows, is presented: For any independent random variables $X$ and $Y$, if $X+Y$ and $X-Y$ are independent, then $X$ and $Y$ are normally distributed.

It is known that if X is uniformly distributed modulo 1 and Y is an arbitrary random variable independent of X then Y+X is also uniformly distributed modulo 1. We prove a converse for any continuous random variable Y (or a reasonable…

We discuss a bivariate beta distribution that can model arbitrary beta-distributed marginals with a positive correlation. The distribution is constructed from six independent gamma-distributed random variates. We show how the parameters of…

This article derives several properties of the Riesz distributions, such as their corresponding Bartlett decompositions, the inverse Riesz distributions and the distribution of the generalised variance for real normed division algebras. In…

Given an arbitrary three-dimensional correlation matrix, we prove that there exists a three-dimensional joint distribution for the random variable $(X,Y,Z)$ such that $X$,$Y$ and $Z$ are identically distributed with beta distribution…

This article gives a formula for associated Stirling numbers of the second kind based on the moment of a sum of independent random variables having a beta distribution. From this formula we deduce, using probabilistic approaches, lower and…

The beta distribution is a basic distribution serving several purposes. It is used to model data, and also, as a more flexible version of the uniform distribution, it serves as a prior distribution for a binomial probability. The bivariate…

We introduce two probabilistic models of random log-concave polynomials, the uniform model and the beta model, and study the asymptotic distribution of their zeros in the complex plane. In the uniform model, we show that the empirical root…

Let $X$ be a countable discrete Abelian group containing no elements of order 2, $\alpha$ be an automorphism of $X$, $\xi_1$ and $\xi_2$ be independent random variables with values in the group $X$ and distributions $\mu_1$ and $\mu_2$. The…

The beta distribution is a two-parameter family of probability distributions whose distribution function is the (regularised) incomplete beta function. In this paper, the inverse incomplete beta function is studied analytically as…