Characterization by truncated moments and its application to Pearson-type distributions
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A characterization theorem based on the proportional relation between two truncated moments is proved for both continuous and discrete distributions. The results are applied for characterizing distributions of Pearson's system and its discrete analogon.
KeywordsReal Function Monotonic Function Discrete Distribution Discrete Random Variable Continuous Random Variable
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- Galambos, J., Kotz, S.: Characterizations of Probability Distributions. Lecture Notes in Mathematics 675. Berlin-Heidelberg-New York: Springer 1978Google Scholar