A characterization of the exponential distribution

1 June 1972

journal article
Published by Cambridge University Press (CUP) in Journal of Applied Probability

Vol. 9 (2) , 457-461
https://doi.org/10.2307/3212817

Abstract

A necessary and sufficient condition based on order statistics that a positive random variable having an absolutely continuous probability distribution (with respect to Lebesgue measure) will be exponential is given.

Keywords

LEBESGUE
ABSOLUTELY
RESPECT
SUFFICIENT
EXPONENTIAL DISTRIBUTION
DISTRIBUTION A NECESSARY
CONDITION BASED
PROBABILITY DISTRIBUTION
ORDER STATISTICS

This publication has 4 references indexed in Scilit:

A Characterization of the Exponential Distribution by Order Statistics
The Annals of Mathematical Statistics, 1971
Characterization of Geometric and Exponential Distributions
The Annals of Mathematical Statistics, 1966
On characterizing the exponential distribution by order statistics
Annals of the Institute of Statistical Mathematics, 1965
A Characterization of the Exponential Distribution
The Annals of Mathematical Statistics, 1964