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A characterization of the exponential distribution

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Summary

A necessary and sufficient condition is given under which the minimum ofXk/ak,k=1, 2, ...,n has the same distribution asX1, whereX's are i.i.d. positive random variables anda's are given positive constants.

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Authors
  1. R. Shimizu
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The Institute of Statistical Mathematics

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Shimizu, R. A characterization of the exponential distribution. Ann Inst Stat Math 31, 367–372 (1979). https://doi.org/10.1007/BF02480294

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  • DOI: https://doi.org/10.1007/BF02480294

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