Some More Results on Characterization of the Exponential and Related Distributions

Abstract

There are given characterizations of the exponential distribution based on the properties of independence of linear forms with random coefficients. Results based on the constancy of regression of one statistic in a linear form are obtained. Related characterizations based on the property of the identical distribution of statistics are also provided.

Keywords

• exponential distribution
• independence
• identical distribution
• linear forms
• random coefficients
• constant of regression