2016•arXiv (Cornell University)Open access

Exponential Order Statistics, the Basel problem and Combinatorial Identities

P. Vellaisamy, Aklilu Zeleke

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Abstract

We consider the k-th order statistic from unit exponential distribution and show that it can be represented as a sum of independent exponential random variables. Our proof is simple and different. It readily proves that the standardized exponential spacings also follow unit exponential distribution. An interesting probabilistic proof of the Basel problem is also given. Another advantage of our approach is that by computing the Laplace transform of the k-th order statistic in two different ways, we derive several interesting combinatorial identities. A probabilistic interpretation of these identities and their generalizations are also given.

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We consider the k-th order statistic from unit exponential distribution and show that it can be represented as a sum of independent exponential random variables. Our proof is simple and different. It readily proves that the standardized exponential spacings also follow unit exponential distribution. An interesting probabilistic proof of the Basel problem is also given. Another advantage of our approach is that by computing the Laplace transform of the k-th order statistic in two different ways, we derive several interesting combinatorial identities. A probabilistic interpretation of these identities and their generalizations are also given.

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Available abstract

We consider the k-th order statistic from unit exponential distribution and show that it can be represented as a sum of independent exponential random variables. Our proof is simple and different. It readily proves that the standardized exponential spacings also follow unit exponential distribution. An interesting probabilistic proof of the Basel problem is also given. Another advantage of our approach is that by computing the Laplace transform of the k-th order statistic in two different ways, we derive several interesting combinatorial identities. A probabilistic interpretation of these identities and their generalizations are also given.

Key concepts: Laplace distribution, Mathematics, Laplace transform, Exponential function, Order statistic, Applied mathematics, Natural exponential family, Exponential family

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