An Extended Laha-Lukacs Characterization Result Revisited.
PENNSYLVANIA STATE UNIV UNIVERSITY PARK CENTER FOR MULTIVARIATE ANALYSIS
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Recently Fosam and Shanbhag 1997 gave an extended version of the Laha-Lukacs characterization result based on a regression property, subsuming the Letac-Mora characterizations of the natural exponential families of distributions with variances as cubic functions of means. In the present note, we provide a new approach based on functional equations to arrive at the Fosam-Shanbhag result.
- Statistics and Probability