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Some peculiarities of exponential random variables

Part of: Operations research and management science Distribution theory - Probability

Published online by Cambridge University Press:  14 July 2016

Nelly Litvak
Nelly Litvak*
Affiliation:
EURANDOM
*
∗ Postal address: EURANDOM, PO Box 513, 5600 MB, Eindhoven, The Netherlands. Email address: [email protected]
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Abstract

In this paper we utilize a particular transformation of i.i.d. exponential random variables to derive two distributional identities. Throughout the analysis we discover some peculiar properties of exponentials. We also discuss possible generalizations and applications of the results.

Keywords

Partial sumsmemory-less property

MSC classification

Primary: 60E99: None of the above, but in this section
Secondary: 90B99: None of the above, but in this section
Type
Short Communications
Information
Journal of Applied Probability , Volume 38 , Issue 3 , September 2001 , pp. 787 - 792
Copyright
Copyright © by the Applied Probability Trust 2001 

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