On the distribution of sums of independent exponential random variables via Wilks' integral representation

DOI10.1007/S10440-008-9357-5zbMATH Open1197.60006OpenAlexW2008287646MaRDI QIDQ973795FDOQ973795

Authors: Stefano Favaro, Stephen G. Walker 

Publication date: 26 May 2010

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-008-9357-5

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Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cites Work

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• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
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• Some Properties of Beta and Gamma Distributions
• The Distribution of Products of Beta, Gamma and Gaussian Random Variables
• On the distribution of the product of independent beta random variables
• Introduction to probability models
• A review of results on sums of random variables
• On the Exact Distribution of a Normalized Ratio of the Weighted Geometric Mean to the Unweighted Arithmetic Mean in Samples From Gamma Distributions

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• A game theoretic model of the behavioural gaming that takes place at the EMS-ED interface
• On the density for sums of independent exponential, Erlang and gamma variates
• A linear algebraic approach for the computation of sums of Erlang random variables
• Linear combination of independent exponential random variables
• A review of results on sums of random variables
• Explicit results on conditional distributions of generalized exponential mixtures
• Propagation of input uncertainties in particle transport and the distribution of the sum of \(N\) independent stochastic variables a generalization of the Irwin-Hall distribution

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