Characterization results based on a functional derivative approach.

DOI10.1017/S0963548301004825MaRDI QIDQ2777892zbMATH OpenFDO

Authors M. Martin, Rosa E. Lillo

Publication date 2001

Published in Combinatorics, Probability and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0963548301004825

zbMATH Keywords

characterization propertiesconditional expectationexponential distributionfunctional derivativehazard functionmean residual life function

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Review text

A unified approach based on functional derivatives is given for characterizing probability distributions via conditional expectations. Among the characterization results that have been dealt with here are those that have links with certain results met in [\textit{S. Kotz} and \textit{D. N. Shanbhag}, Adv. Appl. Probab. 12, 903--921 (1980; Zbl 0454.62085)]. Some related results in differential calculus and statistical inference are also discussed.

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