On a Characterization of Exponential and Double Exponential Distributions

Reza Rastegar; Alexander Roitershtein

doi:10.57805/revstat.v23i1.530

On a Characterization of Exponential and Double Exponential Distributions

Authors

Reza Rastegar Occidental Petroleum Corporation https://orcid.org/0000-0003-1011-651X
Alexander Roitershtein Texas A&M University https://orcid.org/0000-0001-8207-4289

DOI:

https://doi.org/10.57805/revstat.v23i1.530

Keywords:

hypoexponential distribution, Laplace distribution, characterization of distributions, sums of independent random variables, characteristic functions, functional equations

Abstract

Recently, G. Yanev obtained a characterization of the exponential family of distributions in terms of a functional equation for certain mixture densities. The purpose of this note is twofold: we extend Yanev’s theorem by relaxing a restriction on the sign of mixture coefficients and, in addition, obtain a similar characterization for the Laplace family of distributions.

Downloads

REVSTAT2025v23n1_3

Published

2025-02-05

How to Cite

Rastegar, R., & Roitershtein, A. (2025). On a Characterization of Exponential and Double Exponential Distributions. REVSTAT-Statistical Journal, 23(1), 47–52. https://doi.org/10.57805/revstat.v23i1.530