A characterization based on conditional expectations |
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| Authors: | P Zoroa JM Ruiz J Marín |
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| Institution: | Departamento de Matemática Aplicada y Estadística , Universidad de Murcia , Murcia, 30001, Spain |
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| Abstract: | We obtain the necessary and sufficient conditions so that any real function (x) is the conditional expectation E(h(X)/X≥x) of a random variable X with continuous distribution function, where h is a given real, continuous and strictly monotonic function. |
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| Keywords: | characterization conditional expectation |
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