A characterization of exponential distribution and the Sukhatme–Rényi decomposition of exponential maxima

George P. Yanev and Santanu Chakraborty

Statistics & Probability Letters, 2016, vol. 110, issue C, 94-102

Abstract: A new characterization of the exponential distribution is established. It is proven that the well-known Sukhatme–Rényi necessary condition is also sufficient for exponentiality. A method of proof due to Arnold and Villasenor based on the Maclaurin series expansion of the density is utilized.

Keywords: Characterization; Exponential distribution; Sukhatme–Rényi decomposition; Maxima; Random shifts (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2015.12.004

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