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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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