An extension of Rényi's characteristic theorem to two-sided exponential distributions

MaRDI QIDQ700253zbMATH OpenFDO

Authors Tran Kim Thanh

Publication date 10 March 2003

Published in Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

characteristic theoremexponential distributiongeometric distributiontwo-sided exponential distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Review text

Let \(Z\) be a geometrically composed random variable of the i.i.d. (independent, identically distributed) random variables \(X_1,X_2, \dots\) with parameter \(p\) \((0<p<1)\). Extending Rényi's characteristic theorem and a result of his own [Vietnam J. Math. 25, No. 3, 267--269 (1997; Zbl 0905.62010)], the author proves the following property: under certain conditions, the fact that \(\sqrt pZ\) and \(X_i\) \((i=1,2,\dots)\) are identically distributed random variables is a characteristic property of the set of all two-sided exponential distributions.

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Cited in

(2)

• On the geometric composed variable and the estimate of the stable degree of the Rényi's characteristic theorem
• Rarity and exponentiality: an extension of Keilson's theorem, with applications

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