Elisabetta Bona, Dario Sacchetti
The inverse distribution for a dichotomous random variable

Comment.Math.Univ.Carolinae 38,2 (1997) 385-394.

Abstract:In this paper we will deal with the determination of the inverse of a dichotomous probability distribution. In particular it will be shown that a dichotomous distribution admit inverse if and only if it corresponds to a random variable assuming values $(0,a)$, $ a\in \Bbb R^{+}$. \par Moreover we will provide two general results about the behaviour of the inverse distribution relative to the power and to a linear transformation of a measure.

Keywords: inverse measure, inverse probability distribution, Laplace transform, variance function
AMS Subject Classification: 62E10