A Generalization of Wald's Fundamental Identity
Blom, Gunnar
Ann. Math. Statist., Tome 20 (1949) no. 4, p. 439-444 / Harvested from Project Euclid
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The fundamental identity is generalized to the case of independent random variables with non-identical distributions. The conditions for the validity of the differentiation of the identity are discussed. The results given in [1], [2], and [3] are obtained as special cases.
Publié le : 1949-09-14
Classification:  
@article{1177729996,
     author = {Blom, Gunnar},
     title = {A Generalization of Wald's Fundamental Identity},
     journal = {Ann. Math. Statist.},
     volume = {20},
     number = {4},
     year = {1949},
     pages = { 439-444},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729996}
}

Blom, Gunnar. A Generalization of Wald's Fundamental Identity. Ann. Math. Statist., Tome 20 (1949) no. 4, pp.  439-444. http://gdmltest.u-ga.fr/item/1177729996/