scholarly journals Characterizations of the exponential distribution by relevation-type equations

1980 ◽  
Vol 17 (3) ◽  
pp. 874-877 ◽  
Author(s):  
E. Grosswald ◽  
Samuel Kotz ◽  
N. L. Johnson

In this note characterizations of the exponential distribution are discussed, based on a generalization of the lack of memory property. The result was motivated by the notion of ‘relevation of distributions' introduced by Krakowski (1973).

1993 ◽  
Vol 6 (4) ◽  
pp. 345-357 ◽  
Author(s):  
S. Chukova ◽  
B. Dimitrov ◽  
J.-P. Dion

A characterization of exponential, geometric and of distributions with almost-lack-of-memory property, based on the “revelation transform of probability distributions” and “relevation of random variables” is discussed. Known characterizations of the exponential distribution on the base of relevation transforms given by Grosswald et al. [4], and Lau and Rao [7] are obtained under weakened conditions and the proofs are simplified. A characterization the class of almost-lack-of-memory distributions through the relevation is specified.


1994 ◽  
Vol 31 (1) ◽  
pp. 274-279 ◽  
Author(s):  
Janos Galambos ◽  
Charles Hagwood

Consider a workstation with one server, performing jobs with a service time, Y, having distribution function, G(t). Assume that the station is unreliable, in that it occasionally breaks down. The station is instantaneously repaired, and the server restarts the uncompleted job from the beginning. Let T denote the time it takes to complete each job. If G(t) is exponential with parameter A, then because of the lack-of-memory property of the exponential, P (T > t) = Ḡ(t) =exp(−γt), irrespective of when and how the failures occur. This property also characterizes the exponential distribution.


1980 ◽  
Vol 17 (03) ◽  
pp. 874-877 ◽  
Author(s):  
E. Grosswald ◽  
Samuel Kotz ◽  
N. L. Johnson

In this note characterizations of the exponential distribution are discussed, based on a generalization of the lack of memory property. The result was motivated by the notion of ‘relevation of distributions' introduced by Krakowski (1973).


2005 ◽  
Vol 56 (1-4) ◽  
pp. 81-98 ◽  
Author(s):  
Dilip Roy

Summary In the reliability analysis the lack of memory property plays a pivotal role in conceptualizing some life distribution classes and in unique determination of the exponential distribution. On the other hand quite a few results like constancy of the coefficient of variation of the residual life, linearity of the mean residual life characterize the exponential distribution along with the Lomax distribution. Question that arises is - can there be an extended version of the lack of memory property to tie together the exponential and the Lomax distributions through characterization. The present paper presents an affirmative claim and extends the lack of memory property based on standardization technique. It also presents a stochastic version of this extended property with unique determination of the same life distributions. Attempts have also been made to define this extended lack of memory property in the bivariate set up and indicate the bivariate distributions that satisfy the same.


1994 ◽  
Vol 31 (01) ◽  
pp. 274-279 ◽  
Author(s):  
Janos Galambos ◽  
Charles Hagwood

Consider a workstation with one server, performing jobs with a service time, Y, having distribution function, G(t). Assume that the station is unreliable, in that it occasionally breaks down. The station is instantaneously repaired, and the server restarts the uncompleted job from the beginning. Let T denote the time it takes to complete each job. If G(t) is exponential with parameter A, then because of the lack-of-memory property of the exponential, P (T > t) = Ḡ(t) =exp(−γt), irrespective of when and how the failures occur. This property also characterizes the exponential distribution.


1992 ◽  
Vol 29 (3) ◽  
pp. 691-698 ◽  
Author(s):  
S. Chukova ◽  
B. Dimitrov

It is shown that random variables X exist, not exponentially or geometrically distributed, such thatP{X – b ≧ x | X ≧ b} = P{X ≧ x}for all x > 0 and infinitely many different values of b. A class of distributions having the given property is exhibited. We call them ALM distributions, since they almost have the lack-of-memory property. For a given subclass of these distributions some phenomena relating to service by an unreliable server are discussed.


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