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Equality in Distribution in a Convex Ordering Family (1999)

Huang, J. S. ; Lin, G. D.

Springer

Annals of the Institute of Statistical Mathematics 51 (1999), S. 345-349

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ISSN: 1572-9052

Keywords: Characterization of distribution ; convex ordering ; concave ordering ; moment ; Laplace-Stieltjes transform ; moment generating function ; probability generating function ; order statistics

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: 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.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1023/A:1003866326628

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