| Title:
|
Characterizations of the exponential distribution based on certain properties of its characteristic function (English) |
| Author:
|
Meintanis, Simos G. |
| Author:
|
Iliopoulos, George |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
39 |
| Issue:
|
3 |
| Year:
|
2003 |
| Pages:
|
[295]-298 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
Two characterizations of the exponential distribution among distributions with support the nonnegative real axis are presented. The characterizations are based on certain properties of the characteristic function of the exponential random variable. Counterexamples concerning more general possible versions of the characterizations are given. (English) |
| Keyword:
|
exponential distribution |
| Keyword:
|
characteristic function |
| Keyword:
|
non-negative random variable |
| MSC:
|
60E05 |
| MSC:
|
60E10 |
| MSC:
|
62E10 |
| idZBL:
|
Zbl 1249.60020 |
| idMR:
|
MR1995733 |
| . |
| Date available:
|
2009-09-24T19:53:54Z |
| Last updated:
|
2015-03-23 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135531 |
| . |
| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
[4] Galambos J., Kotz S.: Characterizations of Probability Distributions (Lecture Notes in Mathematics 675).Springer–Verlag, Berlin 1978 MR 0513423 |
| Reference:
|
[5] Henze N., Meintanis S. G.: Goodness–of–fit tests based on a new characterization of the exponential distribution.Commun. Statist. Theory Meth. 31 (2002), 1479–1497 Zbl 1008.62043, MR 1925077, 10.1081/STA-120013007 |
| Reference:
|
[6] Henze N., Meintanis S. G.: Omnibus Tests for Exponentiality Based on the Empirical Characteristic Function.Reprint der Facultät für Mathematik 02/3, Universität Karlsruhe, 2002 |
| Reference:
|
[7] Johnson N. L., Kotz, S., Balakrishnan N.: Continuous Univariate Distributions.Vol. 1. Wiley, New York 1994 Zbl 0821.62001, MR 1299979 |
| Reference:
|
[8] Rossberg H. J.: Characterization of the exponential and the Pareto distributions by means of some properties of the distributions which the differences and quotients of order statistics are subject to.Math. Operationsforsch. Statistik 3 (1972), 207–216 Zbl 0245.62017, MR 0331583, 10.1080/02331887208801077 |
| . |
