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Keywords:
characterization of distribution; Gamma distribution; conditional moment; failure rate
characterization of distribution; Gamma distribution; conditional moment; failure rate
Summary:
A characteriyation of the Gamma distribution in terms of the $k$-th conditional moment presented in this paper extends the result of Shunji Osaki and Xin-xiang Li (1988).
References:
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[4] J. Letac: A characterization of the gamma distribution. Adv. Apl. Prob. 17 (1985), 911-912. DOI 10.2307/1427095 | MR 0809436 | Zbl 0579.60013
[5] E. Lukacs: A characterization of the gamma distribution. Ann. Math. Statist. 26 (1965), 319-324. DOI 10.1214/aoms/1177728549 | MR 0069408
[6] Shunji Osaki, Xin-xiang Li: Characterizations of gamma and negative binomial distributions. IEEE Transactions on reliability 37 (4) (1988), 379-382. DOI 10.1109/24.9843
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