On Revelation Transforms that Characterize Probability Distributions

Stefanka Chukova, Boyan N. Dimitrov, Jean Pierre Dion

Research output: Contribution to journalArticlepeer-review

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.

Original languageAmerican English
JournalJournal of Applied Mathematics and Stochastic Analysis
Volume6
DOIs
StatePublished - Oct 1 1993

Keywords

  • relevation
  • characterization
  • convolution
  • geometric distribution
  • exponential distribution
  • almost-lack-of-memory distributions
  • failure rate function

Disciplines

  • Mathematics

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