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Some new approaches to probability distributions

Published online by Cambridge University Press:  01 July 2016

S. Kotz  and
D. N. Shanbhag
S. Kotz
Affiliation:
Temple University
D. N. Shanbhag*
Affiliation:
University of Sheffield
*
∗∗Postal address: Department of Probability and Statistics, University of Sheffield, Sheffield S10 2TN, U.K.
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Abstract

We develop some approaches to the characterization of distributions of real-valued random variables, useful in practical applications, in terms of conditional expectations and hazard measures. We prove several representation theorems generalizing earlier results, and establish stability theorems for two general characteristics introduced in this paper.

Keywords

EXPECTED REMAINING LIFE FUNCTIONCONDITIONAL EXPECTATIONSHAZARD MEASUREREPRESENTATION AND STABILITY THEOREMS
Type
Research Article
Information
Advances in Applied Probability , Volume 12 , Issue 4 , December 1980 , pp. 903 - 921
Copyright
Copyright © Applied Probability Trust 1980 

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Footnotes

∗

Present address: Department of Management and Statistics, University of Maryland, College Park, MD 20742, U.S.A.

This joint research was facilitated by Nato Research Grant No. 1732. S. Kotz's research was also supported in part by U.S. Air Force Grant No. 783673.

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