The \(n\)-fold convolution of generalized exponential-sum distribution functions (Q1399715)

The \(n\)-fold convolution of generalized exponential-sum distribution functions is derived. The solution for the calculation of the \(n\)-fold convolution of generalized exponential-sum distribution functions contains the solution for computing the \(n\)-fold convolution of pure exponential-sum distribution functions. Therefore, the solution presented in this paper is more general and its application areas are expected to be more extensive. The authors claim that limited testing results show that the obtained formulas are correct.