A characterization of exponential distribution and the Sukhatme–Rényi decomposition of exponential maxima

@article{Yanev2016ACO,
title={A characterization of exponential distribution and the Sukhatme–R{\'e}nyi decomposition of exponential maxima},
author={G. Yanev and S. Chakraborty},
journal={Statistics & Probability Letters},
year={2016},
volume={110},
pages={94-102}
}

A new characterization of the exponential distribution is established. It is proven that the well-known Sukhatme–Renyi necessary condition is also sufficient for exponentiality. A method of proof due to Arnold and Villasenor based on the Maclaurin series expansion of the density is utilized.