RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1965 Volume 10, Issue 3, Pages 479–487 (Mi tvp543)

This article is cited in 17 papers

On a characterisation of a class of probability distributions by those of some statistics

Yu. V. Prokhorov

V. A. Steklov Mathematical Institute, USSR Academy of Sciences

Abstract: Let $\mathscr P$ be a class of probability distributions of random element $X$. The question is whether there exist a statistic $Y=f(X)$ possesing two following properties: 1$^\circ$. Its distribution $Q_P^Y$ under $P\in\mathscr P$ does not depend on $P$, $Q_P^Y=Q_\mathscr P^Y$. 2$^\circ$. If for some $P'$ $Q_{P'}^Y=Q_\mathscr P^Y$ then $P'\in\mathscr P$. The question is solved positively for some special families $\mathscr P$.

Received: 21.05.1965


 English version:
Theory of Probability and its Applications, 1965, 10:3, 438–445

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024