A characterization of Exponential Distribution and the Sukhatme-Renyi Decomposition of Exponential Maxima
arXiv:1412.8401 · doi:10.1016/j.spl.2015.12.004
Abstract
A new characterization of the exponential distribution is established. It is proven that the well-known Sukhatme-Renyi necessary condition is also sufficient for exponentiality. A method of proof due to Arnold and Villasenor based on the Maclaurin series expansion of the density is utilized.