On the linear combination of exponential and gamma random variables (Q925730)
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scientific article; zbMATH DE number 5278270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the linear combination of exponential and gamma random variables |
scientific article; zbMATH DE number 5278270 |
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On the linear combination of exponential and gamma random variables (English)
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22 May 2008
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Summary: The exact distribution of the linear combination \(\alpha X+\beta Y\) is derived when \(X\) and \(Y\) are exponential and gamma random variables distributed independently of each other. A measure of entropy of the linear combination is investigated. We also provide computer programs for generating tabulations of the percentage points associated with the linear combination. The work is motivated by examples in automation, control, fuzzy sets, neurocomputing and other areas of computer science.
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entropy
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exponential distribution
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gamma distribution
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linear combinations of random variables.
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