Characterizations of the exponential
distribution based on certain properties of its characteristic function
Simos G. Meintanis and George Iliopoulos
Two characterizations of the exponential distribution among distributions
with support the nonnegative real axis are presented. The characterizations are
based on certain properties of the characteristic function of the exponential
random variable. Counterexamples concerning more general possible versions of
the characterizations are given.
Key words and phrases: Empirical characteristic function,
goodness-of-fit test, nonnegative random variable.