EQUALITY IN DISTRIBUTION IN
A CONVEX ORDERING FAMILY

J. S. HUANG1 AND G. D. LIN2

1 Department of Mathematics and Statistics, University of Guelph,
Guelph, Ontario, Canada N1G 2W1

2 Institute of Statistical Science, Academia Sinica, Taipei 11529, Taiwan, R.O.C.

(Received March 7, 1996; revised October 23, 1997)

Abstract.    Let F and G be the respective distributions of nonnegative random variables X and Y satisfying the convex ordering. We investigate the class of functions h for which the equality E[h(X)] = E[h(Y)] guarantees F = G. It leads to extensions of some existing results and at the same time offers a somewhat simpler proof.

Key words and phrases:    Characterization of distribution, convex ordering, concave ordering, moment, Laplace-Stieltjes transform, moment generating function, probability generating function, order statistics.

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