The Annals of Probability

A Note on the "Lack of Memory" Property of the Exponential Distribution

George Marsaglia and Alberto Tubilla

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Abstract

The exponential distribution is often characterized as the only distribution with lack of memory. This note points out a stronger result: the exponential is the only distribution that is occasionally forgetful.

Article information

Source
Ann. Probab. Volume 3, Number 2 (1975), 353-354.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aop/1176996406

JSTOR
links.jstor.org

Digital Object Identifier
doi:10.1214/aop/1176996406

Mathematical Reviews number (MathSciNet)
MR365821

Zentralblatt MATH identifier
0336.60017

Subjects
Primary: 60E05: Distributions: general theory
Secondary: 62E10: Characterization and structure theory

Keywords
Characterizations exponential distributions functional equations

Citation

Marsaglia, George; Tubilla, Alberto. A Note on the "Lack of Memory" Property of the Exponential Distribution. Ann. Probab. 3 (1975), no. 2, 353--354. doi:10.1214/aop/1176996406. http://projecteuclid.org/euclid.aop/1176996406.


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