Distribution of linear combination of exponential variates |
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| Authors: | Mir M. Ali M. Obaidullah |
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| Affiliation: | 1. Department of Statistical and Actuarial Sciences , University of Western Ontario , London, Canada;2. Institute of Statistical Research and Training , University of Dacca , Dacca, Bangladesh |
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| Abstract: | The exact distribution of a linear combination of n independent negative exponential random variables, when the coefficients of the linear combination are distinct and positive quantities, is well-known. This paper extends the above result to the general case, namely when the coefficients are arbitrary real numbers, positive or negative, distinct or coincident. |
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| Keywords: | Negative exponential Distribution ofLinear functions Linear functions of exponential variates Spacings |
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