Acta Mathematica Vietnamica
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AN EXTENSION OF RENYI’S CHARACTERISTIC THEOREM TO TWO-SIDED EXPONENTIAL DISTRIBUTIONS
TRAN KIM THANH
Abstract
In studying geometric composed random variable, A. Rényi showed a characteristic property of the exponential distribution. In this paper, using the geometric compounding we extend R´enyi’s idea to the case of two-sided exponential distributions and get one characteristic property of the set of distributions.