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A Characterization Theorem Based on Truncated Moments and its Application to Some Distribution Families

  • Wolfgang Glänzel

Abstract

A new representation theorem for distributions of real-valued random variables is presented. The theorem is based on a relationship between different truncated moments of the same random variable. As an example of its application, characterization theorems for some families of both continuous and discrete distributions are derived. Further applications can be obtained after certain transformations. These characterizations may also serve as a basis for parameter estimation.

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References

  1. Glänzel, W., Telcs, A., Schubert, A.: Characterization by Truncated Moments and Its Application to Pearson-type Distributions. Z. Wahrscheinlichkeitstheorie verw. Gebiete, 66 (1984) 173–183.zbMATHCrossRefGoogle Scholar
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Copyright information

© D. Reidel Publishing Company 1987

Authors and Affiliations

  • Wolfgang Glänzel
    • 1
  1. 1.Information Science and Scientometrics Research UnitLibrary of the Hungarian Academy of SciencesBudapestHungary

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