On the linear combination of exponential and gamma random variables

DOI10.3390/e7020161zbMath1135.62307OpenAlexW1973394142MaRDI QIDQ925730

Samuel Kotz, Saralees Nadarajah

Publication date: 22 May 2008

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e7020161

zbMATH Keywords

entropyexponential distributiongamma distributionlinear combinations of random variables.

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Applications of hypergeometric functions (33C90)

Related Items (10)

On the density for sums of independent exponential, Erlang and gamma variates ⋮ On stochastic ordering and control charts for traffic intensity ⋮ Some inequalities of linear combinations of independent random variables. II ⋮ Functional characterizations of bivariate weak SAI with an application ⋮ Inference for the linear combination of two independent exponential random variables based on fuzzy data ⋮ Comparing short-memory charts to monitor the traffic intensity of single server queues ⋮ ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES ⋮ On the sum of \(t\) and Gaussian random variables ⋮ Increasing convex order on generalized aggregation of SAI random variables with applications ⋮ Normal and logistic random variables: Distribution of the linear combination

Uses Software

• R

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