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{1176996406,
author = {Marsaglia, George and Tubilla, Alberto},
title = {A Note on the "Lack of Memory" Property of the Exponential Distribution},
journal = {Ann. Probab.},
volume = {3},
number = {6},
year = {1975},
pages = { 353-354},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996406}
}
Marsaglia, George; Tubilla, Alberto. A Note on the "Lack of Memory" Property of the Exponential Distribution. Ann. Probab., Tome 3 (1975) no. 6, pp. 353-354. http://gdmltest.u-ga.fr/item/1176996406/