On the distribution of sums of independent exponential random variables via Wilks' integral representation

DOI10.1007/s10440-008-9357-5zbMath1197.60006OpenAlexW2008287646MaRDI QIDQ973795

Stefano Favaro, Stephen G. Walker

Publication date: 26 May 2010

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-008-9357-5

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (5)

Propagation of input uncertainties in particle transport and the distribution of the sum of \(N\) independent stochastic variables a generalization of the Irwin-Hall distribution ⋮ Explicit results on conditional distributions of generalized exponential mixtures ⋮ Linear combination of independent exponential random variables ⋮ A linear algebraic approach for the computation of sums of Erlang random variables ⋮ A game theoretic model of the behavioural gaming that takes place at the EMS-ED interface

Cites Work

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• On the distribution of the product of independent beta random variables
• A review of results on sums of random variables
• On the Exact Distribution of a Normalized Ratio of the Weighted Geometric Mean to the Unweighted Arithmetic Mean in Samples From Gamma Distributions
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• The Distribution of Products of Beta, Gamma and Gaussian Random Variables
• Some Properties of Beta and Gamma Distributions

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