On a Characterization of Exponential and Double Exponential Distributions: Accepted: January 2023

Reza Rastegar; Alexander Roitershtein

Forthcoming

On a Characterization of Exponential and Double Exponential Distributions

Accepted: January 2023

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

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.

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FP_REVSTAT2023_jan1

Published

2023-01-12

How to Cite

Rastegar, R., & Roitershtein, A. (2023). On a Characterization of Exponential and Double Exponential Distributions: Accepted: January 2023. REVSTAT-Statistical Journal. Retrieved from https://revstat.ine.pt/index.php/REVSTAT/article/view/530