Kshirsagar--Tan independence property of beta matrices and related characterizations

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dc.creatorBobecka, Konstancja
dc.creatorWesołowski, Jacek
dc.date2008-10-24
dc.date.accessioned2026-07-07T10:13:02Z
dc.date.available2026-07-07T10:13:02Z
dc.descriptionA new independence property of univariate beta distributions, related to the results of Kshirsagar and Tan for beta matrices, is presented. Conversely, a characterization of univariate beta laws through this independence property is proved. A related characterization of a family of $2\times2$ random matrices including beta matrices is also obtained. The main technical challenge was a problem involving the solution of a related functional equation.
dc.descriptionPublished in at http://dx.doi.org/10.3150/07-BEJ118 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)
dc.identifierhttps://arxiv.org/abs/0810.4427
dc.identifierhttp://arxiv.org/abs/0810.4427
dc.identifierBernoulli 2008, Vol. 14, No. 3, 749-763
dc.identifierdoi:10.3150/07-BEJ118
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/172388
dc.subjectProbability
dc.subjectStatistics Theory
dc.titleKshirsagar--Tan independence property of beta matrices and related characterizations
dc.typetext

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