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博碩士論文 etd-0628102-151009 詳細資訊
Title page for etd-0628102-151009
論文名稱
Title
Gamma及beta分佈的一些刻劃
On some characterizations of the gamma and beta distributions
系所名稱
Department
畢業學年期
Year, semester
語文別
Language
學位類別
Degree
頁數
Number of pages
16
研究生
Author
指導教授
Advisor
召集委員
Convenor
口試委員
Advisory Committee
口試日期
Date of Exam
2002-06-01
繳交日期
Date of Submission
2002-06-28
關鍵字
Keywords
Beta distribution; Characterization;Gamma distribution; Quadratic form.
Beta 分佈; 刻劃; 條件動差; Gamma分佈;二次型
統計
Statistics
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中文摘要
本文所探討的是關於 gamma 及 beta 分佈的刻劃。若X,Y為二非退化的隨機變數,滿足X/Y}|Y~B(p,q) 及E((Y-X)^k|X)=b,則X,Y$均為 gamma分佈,且有相同的尺度參數。另外,我們也將利用一些特別形式的二次條件動差來刻劃 gamma 及 beta分佈。
Abstract
In this work first we characterize two nondegenerate positive random variables X and Y to be gammally distributed with the same scale parameter under the assumptions X/Y}|Y~B(p,q) and E((Y-X)^k|X)=b for some fixed integer k>1
and constant b. Among others characterizations of the gamma and beta distributions based on some special quadratic forms of conditional moments are also investigated.
目次 Table of Contents
1.Introduction...................1
2.Preliminaries..................2
3.Identification.................3
4.Discussion....................13
參考文獻 References
[1] Chung, K.L. (1974). A Course in Probability Theory. Academic Press, New York.
[2] Gupta, A. K. and Wesolowski, J. (1997). Uniform mixtures via posterior
means.Annals of the Institute of Statistical Mathematics 49,171-180.
[3] Gupta, A. K. and Wesolowski, J. (2001). Regressional identifiability and identification for beta mixtures. Statistics & Decisions 19, 71-82.
[4] Hall, W.J. and Simons, G. (1969). On characterizations of the gamma
distribution. Sankhya A 31, 385-390.
[5] Hayakawa Yu (2000). A new characterisation property of mixedpoisson processes via berman's theorem. Journal of Applied Probability 37, 261-268.
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