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Some new approaches to probability distributions

  • S. Kotz (a1) and D. N. Shanbhag (a2)

Abstract

We develop some approaches to the characterization of distributions of real-valued random variables, useful in practical applications, in terms of conditional expectations and hazard measures. We prove several representation theorems generalizing earlier results, and establish stability theorems for two general characteristics introduced in this paper.

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∗∗Postal address: Department of Probability and Statistics, University of Sheffield, Sheffield S10 2TN, U.K.

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Present address: Department of Management and Statistics, University of Maryland, College Park, MD 20742, U.S.A.

This joint research was facilitated by Nato Research Grant No. 1732. S. Kotz's research was also supported in part by U.S. Air Force Grant No. 783673.

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References

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Advances in Applied Probability
  • ISSN: 0001-8678
  • EISSN: 1475-6064
  • URL: /core/journals/advances-in-applied-probability
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