Characterizations of the exponential distribution based on certain properties of its characteristic function

Simos G. Meintanis; George Iliopoulos

Kybernetika (2003)

  • Volume: 39, Issue: 3, page [295]-298
  • ISSN: 0023-5954

Abstract

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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.

How to cite

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Meintanis, Simos G., and Iliopoulos, George. "Characterizations of the exponential distribution based on certain properties of its characteristic function." Kybernetika 39.3 (2003): [295]-298. <http://eudml.org/doc/33643>.

@article{Meintanis2003,
abstract = {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.},
author = {Meintanis, Simos G., Iliopoulos, George},
journal = {Kybernetika},
keywords = {exponential distribution; characteristic function; non-negative random variable; exponential distribution; characteristic function; non-negative random variable},
language = {eng},
number = {3},
pages = {[295]-298},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Characterizations of the exponential distribution based on certain properties of its characteristic function},
url = {http://eudml.org/doc/33643},
volume = {39},
year = {2003},
}

TY - JOUR
AU - Meintanis, Simos G.
AU - Iliopoulos, George
TI - Characterizations of the exponential distribution based on certain properties of its characteristic function
JO - Kybernetika
PY - 2003
PB - Institute of Information Theory and Automation AS CR
VL - 39
IS - 3
SP - [295]
EP - 298
AB - 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.
LA - eng
KW - exponential distribution; characteristic function; non-negative random variable; exponential distribution; characteristic function; non-negative random variable
UR - http://eudml.org/doc/33643
ER -

References

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  1. Azlarov T. A., Volodin N. A., Characterization Problems Associated with the Exponential Distribution, Springer–Verlag, New York 1986 Zbl0624.62020MR0841073
  2. Csörgő S., Heathcote C. R., 10.1017/S0004972700005402, Bull. Austral. Math. Soc. 25 (1982), 327–335 (1982) MR0671482DOI10.1017/S0004972700005402
  3. Fedoryuk M. V., Integral transforms, In: Analysis I: Integral Representations and Asymptotic Methods (Encyclopedia of Mathematical Sciences 13, R. V. Gamkrelidze, ed.). Springer–Verlag, Berlin 1989, pp. 193–232 (1989) MR1042759
  4. Galambos J., Kotz S., Characterizations of Probability Distributions (Lecture Notes in Mathematics 675), Springer–Verlag, Berlin 1978 MR0513423
  5. Henze N., Meintanis S. G., 10.1081/STA-120013007, Commun. Statist. Theory Meth. 31 (2002), 1479–1497 Zbl1008.62043MR1925077DOI10.1081/STA-120013007
  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 
  7. Johnson N. L., Kotz, S., Balakrishnan N., Continuous Univariate Distributions, Vol. 1. Wiley, New York 1994 Zbl0821.62001MR1299979
  8. Rossberg H. J., 10.1080/02331887208801077, Math. Operationsforsch. Statistik 3 (1972), 207–216 (1972) Zbl0245.62017MR0331583DOI10.1080/02331887208801077

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