A characterization of exponential distributions based on order statistics |
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| Authors: | C B Bell Y Rama Krishna Sarma |
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| Institution: | (1) University of Washington, Seattle, USA;(2) Indian Statistical Institute, Calcutta, India |
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| Abstract: | This note contains a characterization of exponential distributions based on the properties of linear transformations of order statistics. This is a certain converse of a well known theorem of Rényi about the distribution of linear combinations of order statistics from exponential distributions. Some statistical applications of the result are indicated. |
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