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Characterizations of the Exponential Distribution by Failure Rate- and Moment Properties of Order Statistics

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Extreme Value Theory

Part of the book series: Lecture Notes in Statistics ((LNS,volume 51))

Abstract

This paper gives some characterizations of the exponential distribution. We show that the moments of spacings as well as the failure rates of certain functions of order statistics possess characteristic properties of the exponential distribution.

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Author information

Authors and Affiliations

  1. Institute of Mathematics, Technical University of Lodź, Poland

    L. Gajek & U. Gather

  2. Department of Statistics, University of Dortmund, Germany

    L. Gajek & U. Gather

Authors
  1. L. Gajek
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  2. U. Gather
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Editor information

Editors and Affiliations

  1. Institut für mathematische Statistik, Universität Bern, Sidlerstrasse 5, 3012, Bern, Switzerland

    Jürg Hüsler

  2. Universität Gesamthochschule Siegen, Hölderlinstr. 3, 5900, Siegen, Federal Republic of Germany

    Rolf-Dieter Reiss

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© 1989 Springer-Verlag Berlin Heidelberg

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Gajek, L., Gather, U. (1989). Characterizations of the Exponential Distribution by Failure Rate- and Moment Properties of Order Statistics. In: Hüsler, J., Reiss, RD. (eds) Extreme Value Theory. Lecture Notes in Statistics, vol 51. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-3634-4_10

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  • DOI: https://doi.org/10.1007/978-1-4612-3634-4_10

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-96954-1

  • Online ISBN: 978-1-4612-3634-4

  • eBook Packages: Springer Book Archive

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