Kybernetika 39 no. 3, 295-298, 2003

Characterizations of the exponential distribution based on certain properties of its characteristic function

Simos G. Meintanis and George Iliopoulos


Two characterizations of the exponential distribution among distributions with support the nonnegative real axis are presented. The characterizations are based on certain properties of the characteristic function of the exponential random variable. Counterexamples concerning more general possible versions of the characterizations are given.