An extended Laha-Lukacs characterization result based on a regression property (Q1372401)
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scientific article; zbMATH DE number 1086130
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| English | An extended Laha-Lukacs characterization result based on a regression property |
scientific article; zbMATH DE number 1086130 |
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An extended Laha-Lukacs characterization result based on a regression property (English)
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4 March 1998
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The authors characterize the class of distributions for which \[ E\Biggl(X^2_1-aX_1X_2-bX_1- dX_1X_2X_3 \Biggl|\sum^n_{i=1}X_i\Biggr)= c\qquad\text{a.s.} \] for i.i.d. r.v.'s \(X_1,\dots,X_n\). This gives a characterization of the natural exponential families whose variances are cubic functions of the means.
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regression property
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Laha-Lukacs results
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Letac-Mora characterizations
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0.8095362186431885
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0.7997970581054688
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0.7965353727340698
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