Distributions characterized through conditional expectations

Using conditional expectations, we present results that lead to the characterization of several distributions. Both absolutely continuous random variables and discrete random variables are considered. In the case of absolutely continuous random variables, the results lead to the characterization of...

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Veröffentlicht in:Metrika 1997, Vol.45 (3), p.189-196
Hauptverfasser: BALASUBRAMANIAN, K, DEY, A
Format: Artikel
Sprache:eng
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Zusammenfassung:Using conditional expectations, we present results that lead to the characterization of several distributions. Both absolutely continuous random variables and discrete random variables are considered. In the case of absolutely continuous random variables, the results lead to the characterization of a family of distributions while in the case of discrete random variables, the distribution is almost uniquely determined under the stated conditions.
ISSN:0026-1335
1435-926X
DOI:10.1007/bf02717102