CHARACTERIZATION OF GEOMETRIC AND EXPONENTIAL DISTRIBUTIONS.
Abstract
In two works T. S. Ferguson examines the classes of independent random variables X and Y such that min(X,Y) is independent of X - Y. In one work he shows that if X (or Y) has a discrete part, then X and Y are geometric random variables. In the other work it is shown that if X and Y are absolutely continuous, then they are exponential random variables. The present author intends to complete this investigation by showing that the result of Ferguson holds even if X and Y are possibly singular.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1965
- Accession Number
- AD0621570
Entities
People
- Gordon B. Crawford
Organizations
- Boeing