On revelation transforms that characterize probability distributions

On revelation transforms that characterize probability distributions

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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: ,
Abstract:

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.

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