1. CMB 2011 (vol 54 pp. 464)
|A Characterization of the Compound-Exponential Type Distributions|
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.
Keywords:fixed point equation, compound-exponential type distributions