On the linear combination of exponential and gamma random variables
type: Item
instance of: scholarly article
title: On the linear combination of exponential and gamma random variables
zbMATH Open document ID: 1135.62307
author: Samuel Kotz
author: Saralees Nadarajah
published in: Entropy
publication date: 2008-05-22T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 33C90
zbMATH DE Number: 5278270
zbMATH Keywords: entropy
zbMATH Keywords: exponential distribution
zbMATH Keywords: gamma distribution
zbMATH Keywords: linear combinations of random variables.
describes a project that uses: R
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3390/e7020161
OpenAlex ID: W1973394142
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DOI: 10.3390/E7020161
description: scientific article; zbMATH DE number 5278270