Characterization of discrete random vectors by conditional expectations

被引:2
作者
Marin, J
Ruiz, JM
Zoroa, P
机构
[1] Universidad de Murcia
关键词
characterization; conditional expectation; multivariate distributions;
D O I
10.1006/jmva.1996.0040
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For given real and monotone functions h(i)`s, we obtain the necessary and sufficient conditions in order that any R(n)-valuated function Psi(x) be the conditional expectation E(h(X)/X > x) of a discrete random vector X, where h(X) denotes the random vector (h(t)(X(i)),..., h(n)(X(n))). (C) 1996 Academic Press, Inc.
引用
收藏
页码:82 / 95
页数:14
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