On Characterizing the Bivariate Exponential and Geometric Distributions
نویسندگان
چکیده
In this note, a characterization of the Gumbel's bivariate exponential distribution based on the properties 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), Sankhya Ser. A , 44, 87)). A discrete version of the property provides a similar conclusion relating to a bivariate geometric distribution.
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