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ANNALES Universitatis Scientiarum Budapestinensis de Rolando Eötvös Nominatae
Sectio Computatorica

Volumes » Volume 50 (2020)

https://doi.org/10.71352/ac.50.057

An exponential characterization and related conjectures

Barry C. Arnold and Jose A. Villasenor

Abstract. In a sequence of independent identically distributed exponential random varibles, the sum of the first two record values is distributed as a simple linear combination of exponential variables. The possiblity that this and certain related distributional properties might characterize the exponential distribution is investigated.

Key words and phrases. Upper reccords, hazard function, record spacings, monotone hazard function.

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