Characterizations of the Exponential Law
نویسنده
چکیده
A general solution of the functional equation J f{x+y)dfii(y) = f(x) where / is a nonnegative function and ?i is a o--finite positive Borel measure on [0, oo ) is shown to be f(x) = p(x) exp (xa?) where p is a periodic function with every yep, the support of ft as a period. The solution is applied in characterizing Pareto, exponential and geometric distributions by properties of integrated lack of memory, record values, order statistics and conditional
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تاریخ انتشار 2008