Characterizations of distributions via the stochastic ordering property of random linear forms (Q5933642): Difference between revisions
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scientific article; zbMATH DE number 1599572
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English | Characterizations of distributions via the stochastic ordering property of random linear forms |
scientific article; zbMATH DE number 1599572 |
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Characterizations of distributions via the stochastic ordering property of random linear forms (English)
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16 December 2001
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The authors first present a characterization of the normal distribution through a stochastic ordering relationship between a monomial and a random linear form of independent and identically distributed random variables, extending a result of \textit{K. Oleszkiewicz} [ibid. 33, No. 3, 277-280 (1997; Zbl 0903.60014)]. Next they improve a characterization of the exponential distribution by means of geometric compounding. They also derive a characterization of the exponential distribution in terms of stochastic ordering relationships between a monomial and a linear form with random coefficients. Finally they also obtain two characterizations of the Laplace distribution.
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stochastic ordering
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characterizations
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