Displaying similar documents to “A characterization of the gamma distribution in terms of conditional moment”

On an inequality and the related characterization of the gamma distribution

Maia Koicheva (1993)

Applications of Mathematics

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In this paper we derive conditions upon the nonnegative random variable under which the inequality D g ( ξ ) ≤ c E g ' ξ 2 ξ holds for a fixed nonnegative constant c and for any absolutely continuous function g . Taking into account the characterization of a Gamma distribution we consider the functional U ξ = sup g D g ξ E g ' ξ 2 ξ and establishing some of its properties we show that U ξ ≥ 1 and that U ξ = 1 iff the random variable ξ has a Gamma distribution.

Co-solutions of algebraic matrix equations and higher order singular regular boundary value problems

Lucas Jódar, Enrique A. Navarro (1994)

Applications of Mathematics

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In this paper we obtain existence conditions and a closed form of the general solution of higher order singular regular boundary value problems. The approach is based on the concept of co-solution of algebraic matrix equations of polynomial type that permits the treatment of the problem without considering an extended first order system as it has been done in the known literature.