Sankhya: The Indian Journal of Statistics

1995, Volume 57, Series A, Pt. 2, pp. 179--185

CHARACTERIZATIONS OF DISTRIBUTIONS USING EQUILIBRIUM TRANSFORMATIONS

By

 J. S. HUANG, University of Guelph, Canada

and

G. D. LIN, Academia Sinica, Taiwan

SUMMARY.  Distributions of nonnegative random variables can be characterized through the moments of transformed distributions frequently encountered in renewal theory.

AMS (1991) subject classification.  Primary 62E10, secondary 60G10.

Key words and phrases. Equilibrium transformation, moment problem, coefficient of variation, exponential, uniform, gamma.

Full paper (PDF)

This article in mathematical reviews.