Characterization of Discrete Random Vectors by Conditional Expectations

Mari­n, J., J. M. Ruiz and P. Zoroa

Journal of Multivariate Analysis, 1996, vol. 58, issue 1, 82-95

Abstract: For given real and monotone functionshi's, we obtain the necessary and sufficient conditions in order that any n-valuated function[Psi](x) be the conditional expectationE(h(X)/X>x) of a discrete random vectorX, whereh(X) denotes the random vector (h1(X1), ..., hn(Xn)).

Keywords: characterization; conditional; expectation; multivariate; distributions; (null) (search for similar items in EconPapers)
Date: 1996
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