1. A Note on Characterizations of the Exponential Distribution*
- Author
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V. G. Ushakov and N. G. Ushakov
- Subjects
Statistics and Probability ,Independent and identically distributed random variables ,Pure mathematics ,Characterizations of the exponential function ,Exponential distribution ,Applied Mathematics ,General Mathematics ,010102 general mathematics ,Characterization (mathematics) ,01 natural sciences ,010305 fluids & plasmas ,Exponential function ,Distribution (mathematics) ,0103 physical sciences ,0101 mathematics ,Random variable ,Mathematics ,Weibull distribution - Abstract
The following classical characterization of the exponential distribution is well known. Let X 1 ,X 2 , . . . X n be independent and identically distributed random variables. Their common distribution is exponential if and only if random variables X 1 and n min(X 1 , . . .,X n ) have the same distribution. In this note we show that the characterization can be substantially simplified if the exponentiality is characterized within a broad family of distributions that includes, in particular, gamma, Weibull and generalized exponential distributions. Then the necessary and sufficient condition is the equality only expectations of these variables. A similar characterization holds for the maximum.
- Published
- 2016
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