Characterization of Discrete Random Vectors by Conditional Expectations
For given real and monotone functionshi's, we obtain the necessary and sufficient conditions in order that any n-valuated function[Psi](x) be the conditional expectationE(h(X)/X>x) of a discrete random vectorX, whereh(X) denotes the random vector (h1(X1),Â ...,Â hn(Xn)).
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Volume (Year): 58 (1996)
Issue (Month): 1 (July)
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