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Note on characterization problem of Nagaraja and Nevzorov

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  • Lillo Rodríguez, Rosa Elvira

Abstract

In this note a conjecture of Nagaraja and Nevzorov (1997) concerning the characterization of distributions functions by a convex conditional mean function is proved. It is not neccesary furthermore to suppose that the c.d. f. is continuous and the characterization does hold without assumptions considered in the result of the above reference. The present note gives a general theorem of characterization in terms of the convex conditional mean function introduced by Nagaraja and Nevzorov (1997) determining explicitly the distribution function associated with each one.

Suggested Citation

  • Lillo Rodríguez, Rosa Elvira, 2000. "Note on characterization problem of Nagaraja and Nevzorov," DES - Working Papers. Statistics and Econometrics. WS 9859, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:9859
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    References listed on IDEAS

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    1. Arjun Gupta & Jacek Wesolowski, 1997. "Uniform Mixtures Via Posterior Means," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(1), pages 171-180, March.
    2. Lillo R. E. & Martín M., 1999. "Characterization Of Bayes Estimators Of The Uniform Scale Parameter," Statistics & Risk Modeling, De Gruyter, vol. 17(1), pages 31-48, January.
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    Mean lifetime function;

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