(1) Wydział Matematyki i Nauk Informacyjnych, Politechnika Warszawska, Plac Politechniki 1, 00-661 Warszawa, Poland, PL
Abstract:
In the paper we study regressional versions of Lukacs' characterization of the gamma law. We consider constancy of regression instead of Lukacs' independence condition in three new schemes. Up to now the constancy of regressions of U=X/(X + Y) given V=X + Y for independent X and Y has been considered in the literature. Here we are concerned with constancy of regressions for X and Y while independence of U and V is assumed instead.