Moment-based characterizations of the exponential distribution in the class of distributions with monotone hazard rate (Q2313802)

The authors prove several inequalities for expectations of order statistics from IID samples from a distribution with monotone hazard rate. They then use these inequalities to provide several characterizations of the exponential distribution within the class of distributions with monotone hazard rate. Given a sample \(X_1,\ldots,X_n\) from a random variable \(X\) with monotone hazard rate, let \(X_{(1)},\ldots,X_{(n)}\) denote the corresponding order statistics, and let \[ \gamma_{k,n}=\left(\frac{1}{n}+\frac{1}{n-1}+\cdots+\frac{1}{k}\right)^{-1}\,. \] The authors prove, for example, that \(X\) is exponential if and only if \[ \gamma_{i+1,n}EX_{(n-i)}=\gamma_{j+1,n}EX_{(n-j)} \] for at least one pair \(i\not=j\). Several other characterizations of a similar flavour are also established.