Linear combination of independent exponential random variables

DOI10.1007/s11009-018-9653-0zbMath1411.65158OpenAlexW2884841164WikidataQ115603568 ScholiaQ115603568MaRDI QIDQ1739381

Kim-Hung Li, Cheuk Ting Li

Publication date: 26 April 2019

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-018-9653-0

zbMATH Keywords

recurrence relationaffine combinationHermite interpolating polynomialmatrix functionErlang distributionhypoexponential distribution

Mathematics Subject Classification ID

Related Items (2)

On characterization of the exponential distribution via hypoexponential distributions ⋮ Explicit results on conditional distributions of generalized exponential mixtures

Uses Software

• R
• Rmpfr
• expm
• mftoolbox

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