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On the characterization of the exponential distribution by the independence of its integer and fractional parts
Author(s) -
Deng Lih–Yuan,
Chhikara Raj S.
Publication year - 1990
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.1467-9574.1990.tb01529.x
Subject(s) - integer (computer science) , mathematics , independence (probability theory) , exponential distribution , exponential function , random variable , variable (mathematics) , distribution (mathematics) , characterization (materials science) , combinatorics , discrete mathematics , statistics , mathematical analysis , physics , computer science , optics , programming language
It is well–known that the fractional part and integer part of an exponentially distributed random variable are independent. Under some regularity conditions, the independence of the fractional part and integer part of a positive random variable characterizes the exponential distribution.