Characterizations of the exponential distribution by stochastic ordering properties of the geometric compound |
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| Authors: | Chin-Yuan Hu Gwo Dong Lin |
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| Institution: | (1) Department of Business Education, National Changhua University of Education, 50058 Changhua, Taiwan, R.O.C.;(2) institute of Statistical Science, Academia Sinica, 11529 Taipei, Taiwan, R.O.C. |
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| 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. |
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| Keywords: | Characterization exponential distribution geometric compounding model stochastic order increasing convex order order statistics record values residual life |
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