A Characterization of the Compound-Exponential Type Distributions

Canadian mathematical bulletin

Tea-Yuan Hwang¹  Chin-Yuan Hu² 

[1] Graduate School of Mathematical Sciences, Aletheia University, Tamsui Taipei 25103, Taiwan, ROC;Department of Business Education, National Changhua University of Education, Changhua 50058, Taiwan, ROC

关键词: fixed point equation;    compound-exponential type distributions;   

DOI  :  10.4153/CMB-2011-086-7

学科分类：数学（综合）

来源: University of Toronto Press * Journals Division

【 摘 要 】

In this paper, a fixed point equation of thecompound-exponential type distributions is derived, and under someregular conditions, both the existence and uniqueness of this fixed point equation are investigated. A question posed by Pitman and Yor can be partially answered by using our approach.

【 授权许可】

Unknown