Article ID: | iaor1997397 |
Country: | United States |
Volume: | 6 |
Issue: | 4 |
Start Page Number: | 345 |
End Page Number: | 358 |
Publication Date: | Oct 1993 |
Journal: | Journal of Applied Mathematics and Stochastic Analysis |
Authors: | Chukova S., Dion J.-P. |
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 Grosswald et al, and Lau and Rao are obtained under weakened conditions and the proofs are simplified. A characterization the class of almost-lack-of-memory distributions through the relevation is specified.