Abstract
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.
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Balasubramanian, K., Dey, A. Distributions characterized through conditional expectations. Metrika 45, 189–196 (1997). https://doi.org/10.1007/BF02717102
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DOI: https://doi.org/10.1007/BF02717102