Summary
Various distributions like exponential, Pareto, power and Burr's distribution are characterized in terms of conditional expectation of a functionh (·) of the absolutely continuous random variable.
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References
Hamdan, M.A.: On a characterization by conditional expectations. Technometrics14 (2), 1972, 497–499.
Kendall, M.G., andA. Stuart: The advanced theory of statistics. 1. Second Edition, London 1963, 173–178.
Shanbhag, D.N.: The characterizations for exponential and geometric distribution. J. Amer. Stat. Assoc.65, 1970, 1256–1259.
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Talwalker, S. A note on characterization by the conditional expectation. Metrika 24, 129–136 (1977). https://doi.org/10.1007/BF01893400
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DOI: https://doi.org/10.1007/BF01893400