Characterizations of the Poisson process as a renewal process via two conditional moments
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References listed on IDEAS
- Abdulhamid Alzaid, 1990. "A moment's approach to some characterization problems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(2), pages 281-285, June.
- Jacke Wesołowski, 1989. "A characterization of the gamma process by conditional moments," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 36(1), pages 299-309, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bobecka, Konstancja & Wesolowski, Jacek, 2004. "Multivariate Lukacs theorem," Journal of Multivariate Analysis, Elsevier, vol. 91(2), pages 143-160, November.
- Wen-Jang Huang & Nan-Cheng Su, 2013. "Identification of power distribution mixtures through regression of exponentials," Statistical Papers, Springer, vol. 54(1), pages 227-241, February.
- Chou, Chao-Wei & Huang, Wen-Jang, 2004. "On characterizations of the gamma and generalized inverse Gaussian distributions," Statistics & Probability Letters, Elsevier, vol. 69(4), pages 381-388, October.
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KeywordsCharacterization; exponential distribution; gamma distribution; geometric distribution; Poisson process; renewal process;
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