Abstract
For independent random variables X and Y, define % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiaabofaruWrL9MCNLwyaGqbciaa-bcacqGHHjIUcaWFGaGaa8hw% aiaa-TcacaWFzbaaaa!4551!\[{\rm{S}} \equiv X + Y\]. When the conditional expectations % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiaadweacaGGBbqefCuzVj3zPfgaiuGajaaqcaWFNbGccaGGOaGa% amiwaiaacMcacaGG8bGaam4uaiaac2facqGHHjIUcaWGHbGaaiikai% aadofacaGGPaaaaa!4BC4!\[E[g(X)|S] \equiv a(S)\]and % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiaadweacaGGBbGaamiAaiaacIcacaWGybGaaiykaiaacYhacaWG% tbGaaiyxaiabggMi6kaadkgacaGGOaGaam4uaiaacMcaaaa!4894!\[E[h(X)|S] \equiv b(S)\]are given, then under certain assumptions, the density function of X has the form of u(x)k(α)eax, where u(x) is uniquely determined by the functions a(·) and b(·).
Similar content being viewed by others
References
Kagan A. M. (1993). Linearity of posterior mean for location parameter families when sample size equals one, Mathematical Methods of Statistics, 1(1), 28–38.
Li S., Huang W. and Huang M. L. (1994). Characterizations of the Poisson process as a renewal process via two conditional moments, Ann. Inst. Statist. Math., 46(2), 351–360.
Patil G. P. and Seshadri V. (1964). Characterization theorems for some univariate probability distributions, J. Roy. Statist. Soc. Ser. B, 26, 286–292.
Wang, Y., Gupta, A. K. and Nguyen, T. T. (1995). Characterization theorems for some discrete distributions based on conditional structure, Canad. J. Statist. (to appear).
Wesolowski J. (1989). A characterization of the gamma process by conditional moments, Metrika, 36, 299–309.
Author information
Authors and Affiliations
About this article
Cite this article
Nguyen, T.T., Gupta, A.K. & Wang, Y. A characterization of certain discrete exponential families. Ann Inst Stat Math 48, 573–576 (1996). https://doi.org/10.1007/BF00050856
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF00050856