Type: Article
A note on characterizations based on truncated expectations
Journal: Journal of Statistical Planning and Inference (03783758)Year: 1 November 1999Volume: 81Issue: Pages: 201 - 207
DOI:10.1016/S0378-3758(98)00258-4Language: English
Abstract
Many characterization results of the bivariate exponential distribution and the bivariate geometric distribution have been proved in the literature. Recently Nair and Nair (1988b, Ann. Inst. Statist. Math. 40 (2), 267-271) obtained a characterization result of the Gumbel bivariate exponential distribution and a bivariate geometric distribution based on truncated moments. In this note, we extend the results of to obtain a general result, characterizing these two bivariate distributions based on the truncated expectation of a function h, satisfying some mild conditions.