Skip to main content
Log in

Characterizations of the exponential distribution by stochastic ordering properties of the geometric compound

  • Characterization
  • Published:
Annals of the Institute of Statistical Mathematics Aims and scope Submit manuscript

Abstract

Under the reliability NBU/NWU conditions, the exponential distribution is characterized by stochastic ordering properties which link the geometric compound with minimum order statistics or spacings of order statistics. This somewhat answers a question posed by Kakosyan, Klebanov and Melamed (1984,Characterization of Distributions by the Method of intensively Monotone Operators, Springer, New York). We also show the related results based on the residual life in a renewal process and on record values. Finally, some fundamental properties of the NBUC/NWUC classes of life distributions are investigated.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Arnold, B. C. (1973). Some characterizations of the exponential distribution by geometric compounding,SIAM J. Appl. Math.,24, 242–244.

    Article  MathSciNet  MATH  Google Scholar 

  • Azlarov, T. A. and Volodin, N. A. (1986).Characterization Problems Associated with the Exponential Distribution (translated from the Russian by Margaret Stein, translation edited by Ingram Olkin), Springer, New York.

    Google Scholar 

  • Azlarov, T. A., Dzamirzaev, A. A. and Sultanova, M. M. (1972). Characterizing properties of the exponential distribution, and their stability,Random Processes and Statistical Inference (Russian), No. II,94, 10–19, Izdat. “Fan” Uzbek, SSR, Tashkent. [MR 48 (1974) 3150].

    Google Scholar 

  • Barlow, R. E. and Proschan, F. (1981).Statistical Theory of Reliability and Life Testing. Probability Models, 2nd ed., To Begin With, Silver Spring, Maryland.

  • Cao, J. H. and Wang, Y. D. (1991). The NBUC and NWUC classes of life distributions,J. Appl. Probab,28, 473–479 (Correction:ibid. (1992).29, p. 753).

    Article  MathSciNet  MATH  Google Scholar 

  • Galambos, J. and Kotz, S. (1978).Characterizations of Probability Distributions. A Unified Approach with an Emphasis on Exponential and Related Models, Lecture Notes in Math.,675, Springer, New York.

    MATH  Google Scholar 

  • Grandell, J. (1997).Mixed Poisson Processes, Monogr. Statist. Appl. Probab.,77, Chapman & Hall, New York.

    MATH  Google Scholar 

  • Gupta, R. C. (1973). A characteristic property of the exponential distribution,Sankhyä Ser. B,35, 365–366.

    Google Scholar 

  • Hendi, M. I., Mashhour, A. F. and Montasser, M. A. (1993). Closure of the NBUC class under formulation of parallel systems,J. Appl. Probab.,30, 975–978.

    Article  MathSciNet  MATH  Google Scholar 

  • Hu, C.-Y. and Lin, G. D. (2001). On the geometric compounding model with applications,Probab. Math. Statist.,21, 135–147.

    MathSciNet  MATH  Google Scholar 

  • Huang, J. S. and Lin, G. D. (1999). Equality in distribution in a convex ordering family,Ann. Inst. Statist. math.,51, 345–349.

    Article  MathSciNet  MATH  Google Scholar 

  • Isham, V., Shanbhag, D. N. and Westcott, M. (1975). A characterization of the Poisson process using forward recurrence times,Math. Proc. Cambridge Philos. Soc.,78, 513–516.

    Article  MathSciNet  MATH  Google Scholar 

  • Kakosyan, A. V., Klebanov, L. B. and Melamed, J. A. (1984).Characterization of Distributions by the Method of Intensively Monotone Operators, Lecture Notes in Math.,1088, Springer, New York.

    MATH  Google Scholar 

  • Klefsjö, B. (1983). A useful ageing property based on the Laplace transform,J. Appl. Probab.,20, 615–626.

    Article  MathSciNet  MATH  Google Scholar 

  • Lau, K.-S. and Rao, C. R. (1982). Integrated Cauchy functional equation and characterizations of the exponential law,Sankhyä Ser. A,44, 72–90 (Corrigendum:ibid. (1982).44, p. 452).

    MathSciNet  MATH  Google Scholar 

  • Lin, X., Li, Z. and Jing, B.-Y. (2000). Some results about the NBUC class of life distributions,Statist. Probab. Lett.,46, 229–237.

    Article  MathSciNet  Google Scholar 

  • Lin, G. D. (1998). Characterizations of theL-class of life distributions,Statist. probab. Lett.,40, 259–266.

    Article  MathSciNet  MATH  Google Scholar 

  • Lin, G. D. and Hu, C.-Y. (2001). Characterizations of distributions via the stochastic ordering property of random linear forms,Statist. Probab. Lett.,51, 93–99.

    Article  MathSciNet  MATH  Google Scholar 

  • Puri, P. S. and Rubin, H. (1970). A characterization based on the absolute difference of two i.i.d random variables,Ann. Math. Statist.,41, 2113–2122.

    MathSciNet  MATH  Google Scholar 

  • Rao, C. R. and Shanbhag, D. N. (1994).Choquet-Deny Tupe Functional Equations with Applications to Stochastic Models, Wiley, New York.

    Google Scholar 

  • Royden, H. L. (1988).Real Analysis, 3rd ed., Prentice-Hall, New Jersey.

    MATH  Google Scholar 

  • Shaked, M. and Shanthikumar, J. G. (1994).Stochastic Orders and Their Applications, Academic Press, New York.

    MATH  Google Scholar 

  • Shorrock, R. W. (1972). A limit theorem for inter-record times,J. Appl. Probab.,9, 219–223 (Correction:ibid. (1972).9, p. 877).

    Article  MathSciNet  MATH  Google Scholar 

  • Stoyan, D. (1983).Comparison Methods for Queues and Other Stochastic Models (translation from the German edited by Daryl J. Daley), Wiley, New York.

    Google Scholar 

  • Willmot, G. E. and Lin, X. S. (2001).Landberg Approximations for Compound Distributions with Insurance Applications, Lecture Notes in Statist.,156, Springer New York.

  • Witte, H.-J. (1988). Some characterizations of distributions based on the integrated Cauchy functional equation,Sankhyā Ser. A,50, 59–63.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

About this article

Cite this article

Hu, CY., Lin, G.D. Characterizations of the exponential distribution by stochastic ordering properties of the geometric compound. Ann Inst Stat Math 55, 499–506 (2003). https://doi.org/10.1007/BF02517803

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02517803

Key words and phrases

Navigation