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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2004 Volume 49, Issue 1, Pages 3–20 (Mi tvp233)

This article is cited in 3 papers

Reconstruction of the general distribution by the distribution of some statistics

D. V. Belomestny

M. V. Lomonosov Moscow State University

Abstract: We investigate the problem of characterizing the distribution of independent identically distributed random variables $X_1,\ldots,X_m$ (general distribution) by the distribution of linear statistics and statistics of maximum with positive coefficients. Necessary and sufficient conditions are found under which such a characterization takes place.

Keywords: characterization of distributions by the distributions of statistics, linear statistics, statistics of maximum.

Received: 19.04.2001

DOI: 10.4213/tvp233


 English version:
Theory of Probability and its Applications, 2005, 49:1, 1–15

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