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Towards a unification of certain characterizations by conditional expectations

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Abstract

The paper presents a characterization of a general family of distributions by the form of the expectation of an appropriately truncated function of the random variable involved. The obtained result unifies results existing in the literature for specific distributions as well as new results that appear for the first time in this paper. A discrete version is also provided unifying existing characterizations of known discrete distributions.

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Dimaki, C., Xekalaki, E. Towards a unification of certain characterizations by conditional expectations. Ann Inst Stat Math 48, 157–168 (1996). https://doi.org/10.1007/BF00049296

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  • DOI: https://doi.org/10.1007/BF00049296

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