New estimators for the parameters of the Gamma distribution are proposed, which are used for constructing a test of fit for this model based on the ratio of two variance estimators. The asymptotic null distribution of the test statistic is also included.

If X and Y are independent and if X+Y and X/(X+Y) are independent random variables, then X and Y must have gamma distributions. To confirm that lack of correlation between X and X/(X+Y) does not characterize the gamma distribution, a large class of distributions are identified for which...

Motivated by the observation that for a sample of size two from an exponential distribution, the largest order statistic is distributed as a convolution of two independent exponential random variables with distributions differing only in their intensity or rate parameter, a spectrum of related...

This paper deals with the problem of estimating the variance based on a random sample from a normal distribution with mean [mu] and variance [sigma] = 1/[tau]. In approaching the problem from a Bayesian point of view, a natural conjugate family of priors for ([mu], [tau]) consists of [tau]...

Increasing sample size decreases the inequality of the sample mean as measured by the Lorenz order. A similar result occurs in the case of sample medians from symmetric distributions. In certain cases the sample median can be expected to be Lorenz ordered with respect to the sample mean. The...