Note on a characterization of exponential distributions

S. Kotz and F. W. Steutel

Statistics & Probability Letters, 1988, vol. 6, issue 3, 201-203

Abstract: Let U be uniformly distributed on (0,1) and let Y and Y' Y be random vectors with nonnegative] components, U, Y and Y independent. It is shown that the relation Y U(Y+Y') is satisfied if and only if the components of Y are multiples of a single exponentially distributed random variable.

Date: 1988
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