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| Titel: |
On linear combinations of independent exponential variables |
| Auteur: |
Mathai, A.M. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 12 (1983) nr. 6 pagina's 625-632 |
| Jaar: |
1983 |
| Inhoud: |
The exact distribution of a linear combination of n indepedent negative exponential random variables , when the coefficients cf the linear combination are distinct and positive , is well-known. Recently Ali and Obaidullah (1982) extended this result by taking the coeff icients to be arbitrary real numbers. They used a lengthy geometric. al approach to arrive at the result . This article gives a simple derivation of the result with the help of a generalized partial fraction technique. This technique also works when the variables involved are gamma variables with certain types of parameters. Results are presented in a form which can easily be programmed for computational purposes. Connection of this problem t o various problems in different fields is also pointed out. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 8 van 10 gevonden artikelen
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