A characteriszation of the geometric distribution related to random sums

Z. Khalil, B. Dimttrov, J. P. Dion

Communications in Statistics Stochastic Models · 1991 · 14 citations · 0 references

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Abstract

Abstract In this paper, we consider the sum Z of randomly truncated non-negative integer-valued random variables, where the summation index depends on the truncating process. We derive properties of the variable Z. These are closely related to some new properties of the geometric distribution and in fact provide an another characterization of the geometric law. Keywords: Characterization theoremsrandom truncationgeometric distributionsums of random number of random variables.