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

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  • Yanev, George P.
  • Chakraborty, Santanu

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.

Suggested Citation

  • Yanev, George P. & Chakraborty, Santanu, 2016. "A characterization of exponential distribution and the Sukhatme–Rényi decomposition of exponential maxima," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 94-102.
    • Handle: RePEc:eee:stapro:v:110:y:2016:i:c:p:94-102
    DOI: 10.1016/j.spl.2015.12.004
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    References listed on IDEAS

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    1. Jovanović, Milan & Milošević, Bojana & Nikitin, Ya. Yu. & Obradović, Marko & Volkova, K. Yu., 2015. "Tests of exponentiality based on Arnold–Villasenor characterization and their efficiencies," Computational Statistics & Data Analysis, Elsevier, vol. 90(C), pages 100-113.
    2. Arnold, Barry C. & Villasenor, Jose A., 2013. "Exponential characterizations motivated by the structure of order statistics in samples of size two," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 596-601.
    3. Jacek WesoŁowski & Mohammad Ahsanullah, 2004. "Switching Order Statistics through Random Power Contractions," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 46(2), pages 297-303, June.
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