A characterization of the gamma distribution in terms of conditional moment
A characteriyation of the Gamma distribution in terms of the -th conditional moment presented in this paper extends the result of Shunji Osaki and Xin-xiang Li (1988).
A characteriyation of the Gamma distribution in terms of the -th conditional moment presented in this paper extends the result of Shunji Osaki and Xin-xiang Li (1988).
In this paper we derive conditions upon the nonnegative random variable under which the inequality holds for a fixed nonnegative constant and for any absolutely continuous function . Taking into account the characterization of a Gamma distribution we consider the functional and establishing some of its properties we show that and that iff the random variable has a Gamma distribution.
Let denote the failure rate function of the . and let denote the failure rate function of the mean residual life distribution. In this paper we characterize the distribution functions for which and we estimate when it is only known that or is bounded.
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