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Statistical Characteristics Of The Exponential Distribution And Geometric Distribution

Posted on:2014-02-01Degree:MasterType:Thesis
Country:ChinaCandidate:L Q JinFull Text:PDF
GTID:2260330401950376Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
We study some new characterizations of exponential distribution and geometric distribution in this paper. Here are the following results:(1) Characterizations of exponential distribution: Let X be a non-negative continuous random variable with a random sample of size2, X(1) and X(2)-X(1) are independent if and only if X has an exponential distribution. Furthermore, we discuss some other situations:Let X be a non-negative continuous random variable with a random sample of size n, X(1) and X(2)-X(1) are independent if and only if X has an exponential distribution; X(1) and X(k)-X(1) are independent if and only if X has an exponential distribution; X(1) and X(3)-X(2) are independent if and only if X has an exponential distribution; X(1) and X(k)-X(5) are independent if and only if X has an exponential distribution; X(1) and X(k)-X(s) are independent if and only if X has an exponential distribution.(2) Characterizations of geometric distribution:If X has an exponential distribution, then X(i) and X(k)-X(i) are not independent (k>i>1); TP2dependent of geometric distribution and RCSI of geometric distribution.
Keywords/Search Tags:exponential distribution, geometric distribution, independence, orderstatistics, TP2dependent, RCSI
PDF Full Text Request
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