A chain of inequalities for some types of multivariate distributions, with nine special cases
A Characterization of Exponential Distributions Based on Order Statistics.
A Characterization of the Binomial and Negative Binomial Distribution by Regression of Products.
A Characterization of the Exponential Distribution by Higher Gap.
A Characterization of the Expontential Distribution
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 Characterization of the Gamma Process by Conditional Moments.
A Characterization of the Normal Distribution by Sufficiency of the Least Squares Estimation.
A Characterization of Uniform Distribution
Is the Lebesgue measure on [0,1]² a unique product measure on [0,1]² which is transformed again into a product measure on [0,1]² by the mapping ψ(x,y) = (x,(x+y)mod 1))? Here a somewhat stronger version of this problem in a probabilistic framework is answered. It is shown that for independent and identically distributed random variables X and Y constancy of the conditional expectations of X+Y-I(X+Y > 1) and its square given X identifies uniform distribution either absolutely continuous or discrete....
A Characterization using the Conditional Variance.
A General Recurrence Relation for Moments of Order Statistics in a Class of Probability Distributions and Characterizations.
A generalization of the Gumbel distribution
A Generalized Maximum Likelihood Characterization of the Normal Distribution.
A model for proportions with medical applications
Data that are proportions arise most frequently in biomedical research. In this paper, the exact distributions of R = X + Y and W = X/(X+Y) and the corresponding moment properties are derived when X and Y are proportions and arise from the most flexible bivariate beta distribution known to date. The associated estimation procedures are developed. Finally, two medical data sets are used to illustrate possible applications.
A new characterization of geometric distribution
A characterization of geometric distribution is given, which is based on the ratio of the real and imaginary part of the characteristic function.
A note on biconic copulas
We describe a class of bivariate copulas having a fixed diagonal section. The obtained class contains both the Fréchet upper and lower bounds and it allows to describe non-trivial tail dependence coefficients along both the diagonals of the unit square.
A Note on Characterization by the Conditional Expectation.
A note on reinsurance contracts with multiple reinstatements
A note on stability of multivariate distributions.
In this note we give an elementary proof of a characterization for stability of multivariate distributions by considering a functional equation.
A Note on the Characterization of the Multivariate Normal Distribution.