Characterizations of exponential distribution via conditional expectations of record values
Probability
2011-05-06 v2
Abstract
We prove that the exponential distribution is the only one which satisfies a regression identity. This identity involves conditional expectation of the sample mean of record values given two record values outside of the sample.
Keywords
Cite
@article{arxiv.1010.3668,
title = {Characterizations of exponential distribution via conditional expectations of record values},
author = {George P. Yanev},
journal= {arXiv preprint arXiv:1010.3668},
year = {2011}
}