A characterization of distributions by random summation

Chin Yuan Hu, Tsung Lin Cheng

研究成果: Article同行評審

4 引文 斯高帕斯(Scopus)


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.

頁(從 - 到)1245-1264
期刊Taiwanese Journal of Mathematics
出版狀態Published - 2012

All Science Journal Classification (ASJC) codes

  • Mathematics(all)

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