On a characterization of exponential and double exponential distributions
Probability
2022-03-22 v1 Statistics Theory
Statistics Theory
Abstract
Recently, G.~Yanev obtained a characterization of the exponential family of distributions in terms of a functional equation for certain mixture densities. The purpose of this note is twofold: we extend Yanev's theorem by relaxing a restriction on the sign of mixture coefficients and, in addition, obtain a similar characterization for the Laplace family of distributions.
Keywords
Cite
@article{arxiv.2203.10495,
title = {On a characterization of exponential and double exponential distributions},
author = {Reza Rastegar and Alex Roitershtein},
journal= {arXiv preprint arXiv:2203.10495},
year = {2022}
}