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A characterization of certain discrete exponential families
Authors:T. T. Nguyen  A. K. Gupta  Y. Wang
Affiliation:(1) Department of Mathematics and Statistics, Bowling Green State University, 43403-0221 Bowling Green, OH, U.S.A.;(2) Present address: Department of Biostatistics, University of Rochester, 601 Elmwood Ave., 14642 Rochester, NY, U.S.A.
Abstract:
For independent random variables X and Y, define % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiaabofaruWrL9MCNLwyaGqbciaa-bcacqGHHjIUcaWFGaGaa8hw% aiaa-TcacaWFzbaaaa!4551![{rm{S}} equiv X + Y]. When the conditional expectations % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiaadweacaGGBbqefCuzVj3zPfgaiuGajaaqcaWFNbGccaGGOaGa% amiwaiaacMcacaGG8bGaam4uaiaac2facqGHHjIUcaWGHbGaaiikai% aadofacaGGPaaaaa!4BC4![E[g(X)|S] equiv a(S)]and % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiaadweacaGGBbGaamiAaiaacIcacaWGybGaaiykaiaacYhacaWG% tbGaaiyxaiabggMi6kaadkgacaGGOaGaam4uaiaacMcaaaa!4894![E[h(X)|S] equiv b(S)]are given, then under certain assumptions, the density function of X has the form of u(x)k(agr)eax, where u(x) is uniquely determined by the functions a(·) and b(·).
Keywords:Characterization  conditional expectation
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