Covariance identities for exponential and related distributions

B. L. S. Prakasa Rao

Statistics & Probability Letters, 1999, vol. 42, issue 3, 305-311

Abstract: [Bobkov and Houdre (1997] proved that if [xi], [eta] and [zeta] are independent standard exponential random variables, then for any two absolutely continuous functions f and g such that Ef([xi])2

Keywords: Exponential; distribution; Characterization; Covariance; identity (search for similar items in EconPapers)
Date: 1999
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