Characterizations of Exponential Distribution Based on Two-Sided Random\n Shifts

2017/01/03 by Santanu Chakraborty, Chakraborty, Santanu, George P. Yanev +1
Computer Science · Economics, Econometrics and Finance · Mathematics · #62E10 #62G30 #Bayesian Methods and Mixture Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Statistical Distribution Estimation and Applications

paper · pdf · doi:10.48550/arxiv.1701.00871

openalex publication_date 2017/01/03 · openalex created_date 2022/08/23 · openalex updated_date 2026/07/28

Abstract

A new characterization of the exponential distribution is obtained. It is\nbased on an equation involving randomly shifted (translated) order statistics.\nNo specific distribution is assumed for the shift random variables. The proof\nuses a recently developed technique including the Maclaurin series expansion of\nthe probability density of the parent variable.\n

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