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The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…

Probability · Mathematics 2020-12-16 George P. Yanev

There are given characterizations of the exponential distribution by the properties of the independence of linear forms with random coefficients. Related results based on the constancy of regression of one statistic on a linear form are…

Statistics Theory · Mathematics 2019-11-27 Lev B. Klebanov , Zeev E. Vol'kovich

It is shown that the exponential is the only distribution which satisfies a certain regression equation. This characterization equation involves the conditional expectation (regression function) of a record value given a pair of record…

Probability · Mathematics 2017-02-22 George P. Yanev

We characterize the exponential distribution as the only one which satisfies a regression condition. This condition involves the regression function of a fixed record value given two other record values, one of them being previous and the…

Probability · Mathematics 2011-05-06 George P. Yanev

A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…

Probability · Mathematics 2017-01-05 Santanu Chakraborty , George P. Yanev

In this paper we study the Exponentiated Hypoexponential Distribution with different parameters. The distribution added a parameter to the n parameters of the Hypoexponenial distribution. We first derive a closed expression of the…

Methodology · Statistics 2023-08-03 Anass Nassabein , Therrar Kadri , Seifideen Kadry , Khaled Smaili

In this paper we present results for bivariate exponential distributions which are represented by phase type distributions. The paper extends results from previous publications [5, 14] on this topic by introducing new representations that…

Performance · Computer Science 2021-08-30 Peter Buchholz

We characterize the exponential distribution in terms of the regression of a record value with non-adjacent record values as covariates. We also study characterizations based on the regression of linear combinations of record values.

Probability · Mathematics 2011-05-06 George P. Yanev , M. Ahsanullah

A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes…

Statistics Theory · Mathematics 2022-09-07 Barry C. Arnold , B. G. Manjunath

There is given a characterization of hyperbolic secant distribution by the independence of linear forms with random coefficients. We provide a characterization by the identic distribution property. Keywords: hyperbolic secant distribution;…

General Mathematics · Mathematics 2019-05-27 Lev B. Klebanov

It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…

Statistics Theory · Mathematics 2021-04-23 Graeme Auld , Ioannis Papastathopoulos

The XGamma distribution is a generated distribution from a mixture of Exponential and Gamma distributions. It is found that in many cases the XGamma has more flexibility than the Exponential distribution. In this paper we consider the sum…

Statistics Theory · Mathematics 2025-04-22 Therrar Kadri , Rahil Omairi , Khaled Smaili , Seifedine Kadry

It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are…

Probability · Mathematics 2013-06-25 Inés Armendáriz , Michail Loulakis

In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…

Methodology · Statistics 2026-03-03 Kiran Prajapat , Sharmishtha Mitra , Debasis Kundu

The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…

Statistics Theory · Mathematics 2010-05-25 David M. Bradley , Ramesh C. Gupta

Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…

History and Overview · Mathematics 2018-03-23 Cecilia Chirenti , M. Coleman Miller

Bairamov et al. (Aust N Z J Stat 47:543-547, 2005) characterize the exponential distribution in terms of the regression of a function of a record value with its adjacent record values as covariates. We extend these results to the case of…

Probability · Mathematics 2007-07-30 George P. Yanev , M. Ahsanullah , M. I. Beg

Epidemic disease spreading is conventionally often modelled and analyzed by means of rate and diffusion equations, following the paradigms of well-controlled chemical reactions and diffusive dynamics in a test tube. Yet, serious worries…

Physics and Society · Physics 2023-01-03 Klaus Kroy

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…

Probability · Mathematics 2015-02-24 Santanu Chakraborty , George P. Yanev

In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…

Probability · Mathematics 2013-01-31 Douglas Rizzolo
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