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