Characterization of the geometric and exponential random variables

被引:2
|
作者
Dodunekova, R
机构
[1] Chalmers Univ Technol, Dept Math Stat, S-41296 Gothenburg, Sweden
[2] Univ Gothenburg, Gothenburg, Sweden
关键词
geometric distribution; exponential distribution; characterization;
D O I
10.1081/STA-120037439
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let the random variable X be distributed over the non-negative integers and let L-m and R-m be the quotient and the remainder in the division of X by m. It is shown that X is geometric if and only if L-m and R-m are independent for m = 2, 3,.... In similar terms is also characterized the exponential random variable.
引用
收藏
页码:1755 / 1765
页数:11
相关论文
共 50 条
  • [1] SCHUR PROPERTIES OF CONVOLUTIONS OF EXPONENTIAL AND GEOMETRIC RANDOM-VARIABLES
    BOLAND, PJ
    ELNEWEIHI, E
    PROSCHAN, F
    JOURNAL OF MULTIVARIATE ANALYSIS, 1994, 48 (01) : 157 - 167
  • [2] On the Distribution of the Sum of Independent Exponential-Geometric Random Variables
    AL-Zaydi, Areej M.
    ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS, 2023, 16 (03) : 694 - 710
  • [3] Likelihood ratio ordering of convolutions of heterogeneous exponential and geometric random variables
    Zhao, Peng
    Balakrishnan, N.
    STATISTICS & PROBABILITY LETTERS, 2009, 79 (15) : 1717 - 1723
  • [4] An Exponential Inequality for Symmetric Random Variables
    Cerf, Raphael
    Gorny, Matthias
    AMERICAN MATHEMATICAL MONTHLY, 2015, 122 (08): : 786 - 789
  • [5] EXPONENTIAL INEQUALITIES FOR BOUNDED RANDOM VARIABLES
    Huang, Guangyue
    Guo, Xin
    Du, Hongxia
    He, Yi
    Miao, Yu
    MATHEMATICA SLOVACA, 2015, 65 (06) : 1557 - 1570
  • [6] SUM OF EXPONENTIAL RANDOM-VARIABLES
    DEMARET, JC
    GARCET, A
    AEU-INTERNATIONAL JOURNAL OF ELECTRONICS AND COMMUNICATIONS, 1977, 31 (11): : 445 - 448
  • [7] EXPONENTIAL INEQUALITIES FOR DEPENDENT RANDOM VARIABLES
    邵启满
    Acta Mathematicae Applicatae Sinica, 1990, (04) : 338 - 350
  • [8] GENERATING EXPONENTIAL RANDOM-VARIABLES
    MARSAGLIA, G
    ANNALS OF MATHEMATICAL STATISTICS, 1961, 32 : 899 - &
  • [9] On the exponential inequality for acceptable random variables
    Yuebao Wang
    Yawei Li
    Qingwu Gao
    Journal of Inequalities and Applications, 2011
  • [10] On the exponential inequality for acceptable random variables
    Wang, Yuebao
    Li, Yawei
    Gao, Qingwu
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2011,