Characterizations of Probability Distributions

Abstract

A characterization is a certain distributional or statistical property of a statistic or statistics that uniquely determines the associated stochastic model. This chapter provides a brief survey of the huge literature on this topic. Characterizations based on random (complete or censored) samples from common univariate discrete and continuous distributions, and some multivariate continuous distributions are presented. Characterizations that use the properties of sample moments, order statistics, record statistics, and reliability properties are reviewed. Applications to simulation, stochastic modeling and goodness-of-fit tests are discussed. An introduction to further resources is given.