Characterization of Discrete Probability Distributions by Partial Independence.

Abstract

If X and Y are random variables such that P (X > Y) = 1 and the conditional distribution of Y given X is binomial, then Moran (1952) showed that Y and (X-Y) are independent if X is Poisson. This document extends Moran's result to a more general type of conditional distribution of Y given X, using only partial independence of Y and X-Y. This provides a generalization of a recent results of Janardhan and Rao (1982) on the characterization of generalized Polya-Eggenberger distribution. A variant of Moran's theorem is proved which generalizes the results of Patil and Seshadri (1964) on the characterization of the distribution of a random variable x based on some conditions on the conditional distribution of Y given X and the independence of Y and X-Y.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1985
Accession Number
ADA160130

Entities

People

  • A. A. Alzaid
  • Calyampudi Radhakrishna Rao
  • D. N. Shanbhag

Organizations

  • University of Pittsburgh

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  • Mathematics

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  • Statistical inference.