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General characterization theorems based on versions of the Chernoff inequality and the Cox representation

✍ Scribed by Abdulghani A. Alharbi; D.N. Shanbhag


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
554 KB
Volume
55
Category
Article
ISSN
0378-3758

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Recently attempts have been made to characterize probability distributions via truncated expectations in both univariate and multivariate cases. In this paper we will use a well known theorem of Lau and Rao (1982) to obtain some characterization results, based on the truncated expectations of a func