Use of Moments in Distribution Theory: A Multivariate Case

N. A. Volodin, S. Kotz and N. L. Johnson

Journal of Multivariate Analysis, 1993, vol. 46, issue 1, 112-119

Abstract: In recent papers, Johnson and Kotz (Amer. Statist.44, 245-249 (1990); Math. Sci.15, 42-52 (1990)) have explored the utility of moment calculations as a simple way of establishing distributional forms. In particular a characterization theorem for beta distributions has been proved. In this paper these methods are extended to multivariate problems, and a result is established for Dirichlet distributions.

Date: 1993
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