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Characterizations of Distributions by Conditional Expectation

In this thesis, first we replace the condition X ¡Ø y in Huang and Su (2000) by X ¡Ù y and give necessary and sufficient conditions such that there exists a random variable X satisfying that E(g(X)| X ¡Ø y)=h(y) f(y )/ F(y), " y Î CX, where CX is the support of X.Next, we investigate necessary and sufficient conditions such that h(y)=E(g(X) | X ¡Ø y ), for a given function h and extend these results to bivariate case.

Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0619101-160356
Date19 June 2001
CreatorsChang, Tao-Wen
ContributorsMong-Na Lo, Wen-Jang Huang, Jyh-Cherng Su
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageEnglish
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619101-160356
Rightsunrestricted, Copyright information available at source archive

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