On linear combinations of independent exponential variables |
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Authors: | AM Mathai |
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Institution: | McGill University , Montreal, Canada |
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Abstract: | 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. |
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Keywords: | exponential variables distribution of linear functions spacings generalized partial fractions |
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