On revelation transforms that characterize probability distributions (Q1317195)
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English | On revelation transforms that characterize probability distributions |
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On revelation transforms that characterize probability distributions (English)
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21 April 1994
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Summary: 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 \textit{E. E. Grosswald}, \textit{S. Kotz} and \textit{N. L. Johnson} [J. Appl. Probab. 17, 874-877 (1980; Zbl 0442.60021)] and \textit{K. S. Lau} and \textit{B. L. S. Prakasa Rao} [ibid. 27, No. 3, 726-729 (1990; Zbl 0716.62014)] are obtained under weakened conditions and the proofs are simplified. A characterization of the class of almost-lack-of-memory distributions through the relevation is specified.
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convolution
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geometric distribution
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exponential distribution
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failure rate function
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characterization
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almost-lack-of-memory property
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