On a characterization of exponential and double exponential distributions
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Publication:6394152
arXiv2203.10495MaRDI QIDQ6394152FDOQ6394152
Authors: Reza Rastegar, Alex Roitershtein
Publication date: 20 March 2022
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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