On the Linear Combination of Exponential and Gamma Random Variables

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:
entropy
exponential distribution
gamma distribution
linear combinations of random variables
Online Access:http://www.mdpi.com/1099-4300/7/2/161/
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spelling doaj-8401b3dcad424d998b394f6ae26bded92020-11-25T00:24:02ZengMDPI AGEntropy1099-43002005-06-017216117110.3390/e7020161On the Linear Combination of Exponential and Gamma Random VariablesSamuel KotzSaralees NadarajahAbstract: 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 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.http://www.mdpi.com/1099-4300/7/2/161/entropyexponential distributiongamma distributionlinear combinations of random variables
collection DOAJ
language English
format Article
sources DOAJ
author Samuel Kotz
Saralees Nadarajah
spellingShingle Samuel Kotz
Saralees Nadarajah
On the Linear Combination of Exponential and Gamma Random Variables
Entropy
entropy
exponential distribution
gamma distribution
linear combinations of random variables
author_facet Samuel Kotz
Saralees Nadarajah
author_sort Samuel Kotz
title On the Linear Combination of Exponential and Gamma Random Variables
title_short On the Linear Combination of Exponential and Gamma Random Variables
title_full On the Linear Combination of Exponential and Gamma Random Variables
title_fullStr On the Linear Combination of Exponential and Gamma Random Variables
title_full_unstemmed On the Linear Combination of Exponential and Gamma Random Variables
title_sort on the linear combination of exponential and gamma random variables
publisher MDPI AG
series Entropy
issn 1099-4300
publishDate 2005-06-01
description 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 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.
topic entropy
exponential distribution
gamma distribution
linear combinations of random variables
url http://www.mdpi.com/1099-4300/7/2/161/
work_keys_str_mv AT samuelkotz onthelinearcombinationofexponentialandgammarandomvariables
AT saraleesnadarajah onthelinearcombinationofexponentialandgammarandomvariables
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