English

On characterization of the exponential distribution via hypoexponential distributions

Probability 2023-04-04 v3 Statistics Theory Statistics Theory

Abstract

The sum of independent, but not necessary identically distributed, exponential random variables follows hypoexponential distribution. We focus on a particular case when all, but one rate parameters of the exponential variables are identical. this is known as exponentially modified Erlang distribution in molecular biology. We prove a characterization of the exponential distribution, which complements previous characterizations via hypoexponential distribution with all rates different from each other.

Keywords

Cite

@article{arxiv.2204.00867,
  title  = {On characterization of the exponential distribution via hypoexponential distributions},
  author = {George Yanev},
  journal= {arXiv preprint arXiv:2204.00867},
  year   = {2023}
}

Comments

To appear in Journal of Statistical Theory and Practice, SharedIt link: https://rdcu.be/c8aX5