Characterization of exponential distribution through equidistribution conditions for consecutive maxima
Probability
2015-02-24 v3
Abstract
A characterization of the exponential distribution based on equidistribution conditions for maxima of random samples with consecutive sizes n-1 and n for an arbitrary and fixed n>2 is proved. This solves an open problem stated recently in Arnold and Villasenor (2013).
Cite
@article{arxiv.1302.4319,
title = {Characterization of exponential distribution through equidistribution conditions for consecutive maxima},
author = {Santanu Chakraborty and George P. Yanev},
journal= {arXiv preprint arXiv:1302.4319},
year = {2015}
}
Comments
Revised version with corrections and modifications in the proof of one of the lemmas and the theorem