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論文名稱 Title |
Gamma及beta分佈的一些刻劃
On some characterizations of the gamma and beta distributions |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
16 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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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 |
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統計 Statistics |
本論文已被瀏覽 5741 次,被下載 3060 次 The thesis/dissertation has been browsed 5741 times, has been downloaded 3060 times. |
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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