On characterization of certain probability distributions

Introduction: Let X1, X2, …, Xn be n (n ≤ 2) independent observations on a random variable X with distribution function F. Also let L = L (X1, X2, …, Xn) be a linear statistic and Q = Q (X1, X2, …, Xn) be a homogeneous quadratic statistic. In this paper, we consider the problem of characterizing a class of probability distributions by the linear regression of the statistic Q on the other statistic L. In section 2, we obtain a characterization of a class of probability distributions, which includes the normal and the Poisson distributions. In section 3, a class of distributions including the gamma, the binomial and the negative binomial distributions is characterized.