A characterization of distributions by random summation

Chin Yuan Hu, Tsung Lin Cheng

研究成果: Article

3 引文 斯高帕斯(Scopus)

摘要

In this paper, we consider a problem of characterizing distribution through the constructive property of random sum pSN, where 0 < p < 1 and N ≥ 0 is an integer-valued random variable. This problem will be solved under some regular conditions. We extend the characterization of exponential distribution to a general case. For example, the gamma distribution, the positive Linnik distribution and the scale mixture of stable distribution are characterized. Two new results in the vein are obtained. Finally, the problem of characterizing distribution by the property of the first order statistics is also investigated.

原文English
頁(從 - 到)1245-1264
頁數20
期刊Taiwanese Journal of Mathematics
16
發行號4
DOIs
出版狀態Published - 2012 一月 1

All Science Journal Classification (ASJC) codes

  • Mathematics(all)

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