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A Characterization of the Compound-Exponential Type Distributions
Published online by Cambridge University Press: 20 November 2018
Abstract
In this paper, a fixed point equation of the compound-exponential type distributions is derived, and under some regular 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.
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- Research Article
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- Copyright © Canadian Mathematical Society 2011
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