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

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

• scientific article; zbMATH DE number 1528193 (Why is no real title available?)
• scientific article; zbMATH DE number 3443655 (Why is no real title available?)
• scientific article; zbMATH DE number 2119080 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• A review of results on sums of random variables
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Introduction to probability models
• On the Exact Distribution of a Normalized Ratio of the Weighted Geometric Mean to the Unweighted Arithmetic Mean in Samples From Gamma Distributions
• On the distribution of the product of independent beta random variables
• Some Properties of Beta and Gamma Distributions
• The Distribution of Products of Beta, Gamma and Gaussian Random Variables

Cited in

(9)

• On the distribution of the sum of independent and non-identically extended exponential random variables
• A linear algebraic approach for the computation of sums of Erlang random variables
• Technical note -- On matrix exponential differentiation with application to weighted sum distributions
• On the density for sums of independent exponential, Erlang and gamma variates
• Explicit results on conditional distributions of generalized exponential mixtures
• Linear combination of independent exponential random variables
• A game theoretic model of the behavioural gaming that takes place at the EMS-ED interface
• 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
• A review of results on sums of random variables

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