On a property of bivariate distributions

Shanbag gave a characterization of the exponential and geometric distribution in terms of conditional expectations. Recently, Kotlarski generalized his method to obtain some properties of univariate probability distributions through conditional expectations. A property of bivariate distributions is given here generalizing Kotlarski's result in the univariate case.

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Year of publication:	1974
Authors:	Rao, B. L. S. Prakasa
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 4.1974, 1, p. 106-113
Publisher:	Elsevier
Subject:	Characterization conditional expectation bivariate distributions

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

Persistent link: https://www.econbiz.de/10005153025