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This paper deals with various characterizations of eight general univariate continuous distributions proposed by Chesneau [1]. These characterizations are based on: (i) a simple relationship between two truncated moments; (ii) the hazard function; (iii) reverse hazard function. It should be mentioned that for the characterization (i) the cumulative distribution function need not have a closed form and depends on the solution of a first order differential equation, which provides a bridge between probability and differential equation. 

Hazard function, reverse Hazard function, conditional expectation, univariate continuous distributions, characterizations.