Characterizations of the Exponential Distribution by Some Random Hazard Rate Sequences

Abstract

In this paper, several characterizations for exponential distribution are derived from a new relative hazard rate measure. This measure is closely related to the concept of remaining lifetime at a random time. It considers the random times specified by the order statistics of a sample, the convolution of random variables, and the record values of a sequence of random variables. The concept of completeness in functional analysis provides the technical background to obtain the main results.