On the Linear Combination of Exponential and Gamma Random Variables

Abstract: The exact distribution of the linear combination α X + β 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 tabu...

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Bibliographic Details
Main Authors: Samuel Kotz, Saralees Nadarajah
Format: Article
Language:English
Published: MDPI AG 2005-06-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/7/2/161/