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arXiv · 1412.8401

A characterization of Exponential Distribution and the Sukhatme-Renyi Decomposition of Exponential Maxima

George P. Yanev·Santanu Chakraborty
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Abstract

A new characterization of the exponential distribution is established. It is proven that the well-known Sukhatme-Renyi 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.

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George P. Yanev, Santanu Chakraborty. 2015-12-28. A characterization of Exponential Distribution and the Sukhatme-Renyi Decomposition of Exponential Maxima. https://doi.org/10.1016/j.spl.2015.12.004

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