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
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