Characterizations based on conditional expectations

被引：0
|
作者：
Jyh-Cherng Su
Wen-Jang Huang
机构：
[1] Chinese Military Academy,Department of Mathematics
[2] National Sun Yat-sen University,Department of Applied Mathematics
来源：
Statistical Papers | 2000年 / 41卷
关键词：
Characterization; conditional expectation; failure rate function; Primary 60E05; secondary 62E10;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
For given real functionsg andh, first we give necessary and sufficient conditions such that there exists a random variableX satisfying thatE(g(X)|X≥y)=h(y)rx(y),∀y ∈ Cx, whereCx andTX are the support and the failure rate function ofX, respectively. These extend the results of Ruiz and Navarro (1994) and Ghitany et al. (1995). Next we investigate necessary and sufficient conditions such thath(y)=E(g(X)|X≥y), for a given functionh.
引用
收藏
页码：423 / 435
页数：12
相关论文
共 50 条
12345