Abstract
A class of probability distributions is characterized assuming that the conditional variance of a functionh (X), givenX>x, is constant.
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References
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Dallas, A.C. A characterization using the conditional variance. Metrika 28, 151–153 (1981). https://doi.org/10.1007/BF01902888
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DOI: https://doi.org/10.1007/BF01902888