The general solution of a functional equation related to the characterizations of bivariate distributions
✍ Scribed by Tamás Glavosits; Károly Lajkó
- Publisher
- Springer
- Year
- 2005
- Tongue
- English
- Weight
- 145 KB
- Volume
- 70
- Category
- Article
- ISSN
- 0001-9054
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📜 SIMILAR VOLUMES
In this article a characterisation of the Gumbel's Bivariate Exponential Distribution is established on the basis of the propertiea of the conditional expectation of the component variables. The characterieing property is propoeed as the definition of lack of memory in the biveriate case.
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