On characterizing the bivariate exponential and geometric distributions |
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Authors: | K. R. Muraleedharan Nair N. Unnikrishnan Nair |
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Affiliation: | (1) Department of Mathematics and Statistics, Cochin University of Science and Technology, 682022 Cochin, India |
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Abstract: | In this note, a characterization of the Gumbel's bivariate exponential distribution based on the properities of the conditional moments is discussed. The result forms a sort of bivariate analogue of the characterization of the univariate exponential distribution given by Sahobov and Geshev (1974) (cited in Lau and Rao ((1982), Sankhy Ser. A, 44, 87)). A discrete version of the property provides a similar conclusion relating to a bivariate geometric distribution. |
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Keywords: | Characterization bivariate exponential and geometric distributions conditional moments |
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