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

@inproceedings{Yanev2016ACO,
  title={A characterization of exponential distribution and the Sukhatme–R{\'e}nyi decomposition of exponential maxima},
  author={George P. Yanev and Santanu Chakraborty},
  year={2016}
}
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. 
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