A characterization of probability distributions by mean values |
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Authors: | Michael Braverman |
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Institution: | (1) Computer Center and Institute for Applied Mathematics, Kim Jn Chena ul 65, 680063 Khabarovsk, USSR |
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Abstract: | Let (X) be a measurable complex function onR;X, Y, Z be i.i.d. random variables; and (t, u, v)=E(tX+uY+nZ), wheret, u, vR. In this paper we describe a class of function (x) such that the distribution ofX, Y, Z is determined by the funetion (t, u, v). The main result is a generalization of the author's characterization of normal and stable distributions. |
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Keywords: | Distribution random variables characterization function |
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