Digitale Medien
Springer
Annals of the Institute of Statistical Mathematics
51 (1999), S. 345-349
ISSN:
1572-9052
Schlagwort(e):
Characterization of distribution
;
convex ordering
;
concave ordering
;
moment
;
Laplace-Stieltjes transform
;
moment generating function
;
probability generating function
;
order statistics
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
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.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1023/A:1003866326628
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