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Equality in Distribution in a Convex Ordering Family

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Abstract

Let F and G be the respective distributions of nonnegative random variables X and Y satisfying the convex ordering. We investigate the class of functions h for which the equality E[h(X)] = E[h(Y)] guarantees F = G. It leads to extensions of some existing results and at the same time offers a somewhat simpler proof.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Guelph, Guelph, Ontario, Canada, N1G 2W1

    J. S. Huang

  2. Institute of Statistical Science, Academia Sinica, Taipei, 11529, Taiwan, R.O.C

    G. D. Lin

Authors
  1. J. S. Huang
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  2. G. D. Lin
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Huang, J.S., Lin, G.D. Equality in Distribution in a Convex Ordering Family. Annals of the Institute of Statistical Mathematics 51, 345–349 (1999). https://doi.org/10.1023/A:1003866326628

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  • DOI: https://doi.org/10.1023/A:1003866326628

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