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Equality in Distribution in a Convex Ordering Family |
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| Authors: | J. S. Huang G. D. Lin |
| Affiliation: | (1) Department of Mathematics and Statistics, University of Guelph, Guelph, Ontario, Canada, N1G 2W1;(2) Institute of Statistical Science, Academia Sinica, Taipei, 11529 Taiwan, R.O.C |
| Abstract: | Let F and G be the respective distributions of nonnegative random variables X and Y satisfying the convex ordering. We investigate the class of functions h for which the equality E[h(X)] = E[h(Y)] guarantees F = G. It leads to extensions of some existing results and at the same time offers a somewhat simpler proof. |
| Keywords: | Characterization of distribution convex ordering concave ordering moment Laplace-Stieltjes transform moment generating function probability generating function order statistics |
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