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A simultaneous characterization of the Poisson and bernoulli distributions

Published online by Cambridge University Press:  14 July 2016

George Kimeldorf*
Affiliation:
University of Texas at Dallas
Detlef Plachky*
Affiliation:
Westfälische Wilhelms Universität
Allan R. Sampson*
Affiliation:
University of Pittsburgh
*
Postal address: Mathematical Sciences Program, University of Texas at Dallas, Richardson, TX 75080, U.S.A.
∗∗Postal address: Institute for Mathematical Statistics, Westfälische Wilhelms Universität, D-4400 Münster, W. Germany.
∗∗∗Postal address: Department of Mathematics and Statistics, University of Pittsburgh, Pittsburgh, PA 15260, U.S.A.

Abstract

Let N, X1, X2, · ·· be non-constant independent random variables with X1, X2, · ·· being identically distributed and N being non-negative and integer-valued. It is shown that the independence of and implies that the Xi's have a Bernoulli distribution and N has a Poisson distribution. Other related characterization results are considered.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 

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Footnotes

This author's work is sponsored in part by the Air Force Office of Scientific Research, Air Force Systems Command, under Contract No. F49620–79–C–0161.

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