Summary
The lognormal distribution is characterized using the concepts of “multiplicative” isometry and neutrality, based on the regular sequence of size variables II s1 X 11/s , s = 1. …,k. There are corresponding characterizations of the Gamma and Dirichlet distributions, using “additive” isometry and neutrality, based on ∑ s1 Xi, s = 1,…k. While the lognormal model is “rich”, still, no member of the lognormal family can exhibit additive isometry or neutrality.
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Mosimann, J.E. (1975). Statistical Problems of Size and Shape. II. Characterizations of the Lognormal, Gamma and Dirichlet Distributions. In: Patil, G.P., Kotz, S., Ord, J.K. (eds) A Modern Course on Statistical Distributions in Scientific Work. NATO Advanced Study Institutes Series, vol 17. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-1845-6_17
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DOI: https://doi.org/10.1007/978-94-010-1845-6_17
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