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- W2019998452 abstract "1. Introduction : In (4) Moran considers two independent random variables X and Y taking non-negative integral values to give a characterization of the Poisson distribution. He establishes that the conditional distribution of X , given the total X + Y , is binomial for all given values of X + Y and there exists at least one i so that P(x = i) > 0, P( Y = i) > 0 if and only if X and Y have Poisson distributions. A slightly improved version of this result is given by Chatterji (1). For a comprehensive bibliography on the Poisson distribution the reader is referred to (3)." @default.
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- W2019998452 title "Another characteristic property of the Poisson distribution" @default.
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