Characterizations of distributions via the stochastic ordering property of random linear forms

Gwo Dong Lin and Chin-Yuan Hu

Statistics & Probability Letters, 2001, vol. 51, issue 1, 93-99

Abstract: We first present a characterization of the normal distribution by the stochastic ordering relationship between a monomial and a random linear form of i.i.d. random variables. This extends a recent result of Oleszkiewicz (1997, Statist. Probab. Lett. 33, 277-280). Secondly, a remarkable characterization of the exponential distribution by geometric compounding is improved. And another characterization of the exponential distribution by the stochastic ordering relationship between a monomial and a linear form with random coefficients is also given. Finally, we investigate the characterization of the Laplace distribution.

Keywords: Characterization; Normal; distribution; Exponential; distribution; Laplace; distribution; Stochastic; order; Laplace; transform; order; Geometric; compounding; model (search for similar items in EconPapers)
Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(00)00160-7
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:51:y:2001:i:1:p:93-99

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().