Characterizations of Distributions by Conditional Expectation
碩士 === 國立中山大學 === 應用數學系研究所 === 89 === In this thesis, first we replace the condition X ≦ y in Huang and Su (2000) by X ≧ y and give necessary and sufficient conditions such that there exists a random variable X satisfying that E(g(X)| X ≦ y)=h(y) f(y )/ F(y), " y Î CX, where CX is the support o...
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| Format: | Others |
| Language: | en_US |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/70683141217043339211 |
| Summary: | 碩士 === 國立中山大學 === 應用數學系研究所 === 89 === In this thesis, first we replace the condition X ≦ y in Huang and Su (2000) by X ≧ y and give necessary and sufficient conditions such that there exists a random variable X satisfying that E(g(X)| X ≦ y)=h(y) f(y )/ F(y), " y Î CX, where CX is the support of X.Next, we investigate necessary and sufficient conditions such that h(y)=E(g(X) | X ≦ y ), for a given function h and extend these results to bivariate case.
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