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On Arnold–Villasenor Conjectures For Characterizaing Exponential Distribution Based On Sample Of Size Three, George Yanev May 2020

On Arnold–Villasenor Conjectures For Characterizaing Exponential Distribution Based On Sample Of Size Three, George Yanev

School of Mathematical and Statistical Sciences Faculty Publications and Presentations

Arnold and Villasenor [4] obtain a series of characterizations of the exponential distribution based on random samples of size two. These results were already applied in constructing goodness-of-fit tests. Extending the techniques from [4], we prove some of Arnold and Villasenor’s conjectures for samples of size three. An example with simulated data is discussed.


Characterizations Of Exponential Distribution Based On Sample Of Size Three, George Yanev, Santanu Chakraborty Jan 2013

Characterizations Of Exponential Distribution Based On Sample Of Size Three, George Yanev, Santanu Chakraborty

School of Mathematical and Statistical Sciences Faculty Publications and Presentations

Two characterizations of the exponential distribution based on equalities among order statistics in a random sample of size three are proved. This proves two conjectures stated recently in Arnold and Villasenor [4].


On Characterizations Of Exponential Distribution Through Order Statistics And Record Values With Random Shifts, M. Ahsanullah, Imtiyaz A. Shah, George Yanev Jan 2013

On Characterizations Of Exponential Distribution Through Order Statistics And Record Values With Random Shifts, M. Ahsanullah, Imtiyaz A. Shah, George Yanev

School of Mathematical and Statistical Sciences Faculty Publications and Presentations

Distributional relations of the form Y d= X +T where X, Y, and T are record values or order statistics and the random translator T is independent from X are considered. Characterizations of the exponential distribution when the ordered random variables are non-neighboring are proved. Corollaries for Pareto and power function distributions are also derived.