Some Characterizations of the Exponential Distribution by Geometric Compounding

DOI10.1137/0124025MaRDI QIDQ5664605zbMATH OpenOpenAlexFDO

Authors Barry C. Arnold

Publication date 1973

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0124025

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cited in

(12)

• A multivariate Linnik distribution
• Analytic and asymptotic properties of generalized Linnik probability densities
• Characterizations of the exponential distribution by stochastic ordering properties of the geometric compound
• A mixture representation of the Linnik distribution
• Analytic and asymptotic properties of non-symmetric Linnik's probability densities
• A mixed bivariate distribution with exponential and geometric marginals
• A new multivariate model involving geometric sums and maxima of exponentials
• Joint modelling of the total amount and the number of claims by conditionals
• Discrete generalized exponential distribution of a second type
• Characterization of Distributions by Random Sums
• Characterization of the gumbel's bivarite exponential distribution
• Characterizations of distributions via the stochastic ordering property of random linear forms

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