On revelation transforms that characterize probability distributions

S. Chukova, B. Dimitrov and J.-P. Dion

International Journal of Stochastic Analysis, 1993, vol. 6, 1-13

Abstract:

A characterization of exponential, geometric and of distributions with almost-lack-of-memory property, based on the revelation transform of probability distributions and relevation of random variables is discussed. Known characterizations of the exponential distribution on the base of relevation transforms given by Grosswald et al. [4], and Lau and Rao [7] are obtained under weakened conditions and the proofs are simplified. A characterization the class of almost-lack-of-memory distributions through the relevation is specified.

Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:439549

DOI: 10.1155/S1048953393000292

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