AISM 54, 731-742
© 2002 ISM
(Received November 24, 2000; revised September 10, 2001)
Abstract. This paper is concerned with a Rodrigues' formula for generating new classes of polynomials. The associated density functions belong to the family of generalized Pearson curves, which extends the classical Pearson family. Various properties of these polynomials (degree, orthogonality ...) are investigated and then exploited to derive several related results, especially characterizations, in probability.
Key words and phrases: Rodrigues' formula, generalized Pearson family of curves, orthogonal polynomials, covariance identity, characterizations.
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