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Kybernetika 39(3):295-298, 2003.

Characterizations of the Exponential Distribution Based on Certain Properties of Its Characteristic Function.

Simos G. Meintanis and George Iliopoulos


Abstract:

Two characterizations of the exponential distribution among distributions with support the nonnegative real axis are presented. The characterizations are based on certain properties of the characteristic function of the exponential random variable. Counterexamples concerning more general possible versions of the characterizations are given.


Keywords: exponential distribution; characteristic function; non-negative random variable;


AMS: 60E10; 62E10;


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BIB TeX

@article{kyb:2003:3:295-298,

author = {Meintanis, Simos G. and Iliopoulos, George},

title = {Characterizations of the Exponential Distribution Based on Certain Properties of Its Characteristic Function.},

journal = {Kybernetika},

volume = {39},

year = {2003},

number = {3},

pages = {295-298}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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