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On the independence of integer and fractional parts
Author(s) -
Steutel F.W.,
Thiemann J.G.F.
Publication year - 1989
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1989.tb01246.x
Subject(s) - independence (probability theory) , mathematics , integer (computer science) , exponential distribution , random variable , exponential function , distribution (mathematics) , order (exchange) , conditional independence , combinatorics , statistics , mathematical analysis , computer science , finance , economics , programming language
We use the independence of the integer and fractional parts of exponentially distributed random variables to obtain expressions for the order statistics from a geometric distribution. As our main result we show that a strong form of this independence characterizes the exponential distribution.