Towards a Unification of Certain Characterizations by Conditional Expectations

The paper presents a characterization of a general family of distributions by the form of the expectation of an appropriately truncated function of the random variable involved. The obtained result unifies results existing in the literature for specific distributions as well as new results that appear for the first time in this paper. A discrete version is also provided unifying existing characterizations of known discrete distributions

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Year of publication:	2009
Authors:	Dimaki, Katerina ; Xekalaki, Evdokia
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory \| Nationale Einheit \| National unity \| Erwartungsbildung \| Expectation formation

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Extent:	1 Online-Ressource (12 p)
Type of publication:	Book / Working Paper
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014220937