An extension of the Rao-Rubin characterization of the Poisson distribution

Abstract

Using Bernstein's theorem concerning absolutely monotonic functions, Rao and Rubin (1964) have established a characterization of the Poisson distribution. The present note arrives at an extended version of this result using a technique existing in the renewal theory. A variant of a related result due to Srivastava and Srivastava (1970) and an extension of the result of Talwalker (1970) are also presented.