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arXiv:1010.3668 [math.PR]AbstractReferencesReviewsResources

Characterizations of exponential distribution via conditional expectations of record values

George P. Yanev

Published 2010-10-18, updated 2011-05-05Version 2

We prove that the exponential distribution is the only one which satisfies a regression identity. This identity involves conditional expectation of the sample mean of record values given two record values outside of the sample.

Journal: Pliska Stud. Math. Bulgar. 20 (2011), 233-242
Categories: math.PR
Subjects: 62G30, 62E10
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