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An extension theorem for convex functions and an application to Teicher's characterization of the normal distribution

Published online by Cambridge University Press:  26 February 2010

Wolfgang Stadje
Affiliation:
Fachbereich Mathematik, Universität Osnabrück, Albrechtstrasse 28, 45 Osnabrück, West Germany.
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Extract

The main aim of this note is the proof of the following

Let −∞ ≤ a > b ≤ ∞ and let A ⊂ (a, b) be a measurable set such that λ((a, b)\A) = 0, where λ denotes Lebesgue measure on ℝ. Let f: A→ℝ be a measurable and midconvex function, i.e.

whenever. Then there exists a convex functionsuch that.

MSC classification

Type
Research Article
Copyright
Copyright © University College London 1987

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References

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4.Teicher, H.. Maximum likelihood characterization of distributions. Ann. Math. Statist., 32 (1961), 12141222.CrossRefGoogle Scholar