On Khatri's characterization of the inverse-Gaussian distribution |
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Authors: | G Rard Letac,Vanamamalai Seshadri |
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Affiliation: | GÉRard Letac,Vanamamalai Seshadri |
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Abstract: | Khatri has given a characterization of the inverse-Gaussian distribution by the independence of two statistics. His proof involves assumptions on the existence of certain moments. In this note, we offer a short proof using only the positivity of the random variable X1. |
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Keywords: | Inverse-Gaussian distribution characterization independence |
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