Portal de Periódicos da CAPES

Distribution of linear combination of exponential variates

1982; Taylor & Francis; Volume: 11; Issue: 13 Linguagem: Inglês

10.1080/03610928208828321

1532-415X

M. Masoom Ali, Muhammad Obaidullah,

Statistical Distribution Estimation and Applications

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.