Characterization of Discrete Random Vectors by Conditional Expectations

For given real and monotone functionshi's, we obtain the necessary and sufficient conditions in order that any n-valuated function[Psi](x) be the conditional expectationE(h(X)/X>x) of a discrete random vectorX, whereh(X) denotes the random vector (h1(X1),Â ...,Â hn(Xn)).

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Year of publication:	1996
Authors:	Marin, J. ; Ruiz, J. M. ; Zoroa, P.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 58.1996, 1, p. 82-95
Publisher:	Elsevier
Keywords:	characterization conditional expectation multivariate distributions (null)

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221734