Summary
LetX be a non-negative random variable with probability distribution functionF. SupposeX i,n (i=1,…,n) is theith smallest order statistics in a random sample of sizen fromF. A necessary and sufficient condition forF to be exponential is given which involves the identical distribution of the random variables (n−i)(X i+1,n−Xi,n) and (n−j)(X j+1,n−Xj,n) for somei, j andn, (1≦i<j<n).
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The work was partly completed when the author was at the Dept. of Statistics, University of Brasilia, Brazil.
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Ahsanullah, M. On a characterization of the exponential distribution by spacings. Ann Inst Stat Math 30, 163–166 (1978). https://doi.org/10.1007/BF02480209
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DOI: https://doi.org/10.1007/BF02480209