Some peculiarities of exponential random variables

被引：3

作者：

Litvak, N ^{[1
]}

机构：

[1] EURANDOM, NL-5600 MB Eindhoven, Netherlands

来源：

JOURNAL OF APPLIED PROBABILITY | 2001年 / 38卷 / 03期

关键词：

partial sums; memory-less property;

D O I：

10.1017/S0021900200018957

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

收藏

页码：787 / 792

页数：6

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