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arXiv · 0810.4427

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

Konstancja Bobecka·Jacek Wesołowski
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Abstract

A 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.

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Konstancja Bobecka, Jacek Wesołowski. 2008-10-24. Kshirsagar--Tan independence property of beta matrices and related characterizations. https://doi.org/10.3150/07-bej118

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