Closed-form expressions for distribution of sum of exponential random variables

被引:167
作者
Amari, SV [1 ]
Misra, RB
机构
[1] Indian Inst Technol, Ctr Reliabil Engn, Dept Ind Engn & Management, Kharagpur 721302, W Bengal, India
[2] Indian Inst Technol, Dept Elect Engn, Kharagpur 721302, W Bengal, India
关键词
distribution of sum of Erlang random variables; failure rate; exponential distribution; time to failure; system reliability;
D O I
10.1109/24.693785
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
In many systems which are composed of components with exponentially distributed lifetimes, the system failure time can be expressed as a sum of exponentially distributed random variables. A previous paper mentions that there seems to be no convenient closed-form expression for all cases of this problem. This is because in one case the expression involves high-order derivatives of products of multiple functions. We prove a simple intuitive multi-function generalization of the Leibnitz rule for high-order derivatives of products of two functions and use this to simplify this expression, thus giving a closed form solution for this problem. We similarly simplify the state-occupancy probabilities in general Markov models.
引用
收藏
页码:519 / 522
页数:4
相关论文
共 36 条
[21]   Multivariate likelihood ratio orderings between spacings of heterogeneous exponential random variables [J].
Chen, Huaihou ;
Hu, Taizhong .
METRIKA, 2008, 68 (01) :17-29
[22]   Higher order moments of order statistics from INID exponential random variables [J].
Childs, A .
STATISTICAL PAPERS, 2003, 44 (02) :151-167
[23]   The distribution of the quotient of two triangularly distributed random variables [J].
Gunduz, Selim ;
Genc, Ali I. .
STATISTICAL PAPERS, 2015, 56 (02) :291-310
[24]   The distribution of the quotient of two triangularly distributed random variables [J].
Selim Gündüz ;
Ali İ. Genç .
Statistical Papers, 2015, 56 :291-310
[25]   Characterizations of the exponential distribution by the concept of residual life at random time [J].
Kayid, M. ;
Izadkhah, S. .
STATISTICS & PROBABILITY LETTERS, 2015, 107 :164-169
[26]   Exponential Distribution for the Occurrence of Rare Patterns in Gibbsian Random Fields [J].
M. Abadi ;
J.-R. Chazottes ;
F. Redig ;
E. Verbitskiy .
Communications in Mathematical Physics, 2004, 246 :269-294
[27]   A NOTE ON THE MEAN OF THE ORDER-STATISTICS BASED ON INDEPENDENT EXPONENTIAL RANDOM-VARIABLES [J].
SATHE, YS .
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1990, 19 (10) :3855-3858
[28]   Inference for the linear combination of two independent exponential random variables based on fuzzy data [J].
Basharat, Hina ;
Mustafa, Saima ;
Mahmood, Shahid ;
Jun, Young Bae .
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, 2019, 48 (06) :1859-1869
[29]   Characterizations of Exponential Distribution Based on Two-Sided Random Shifts [J].
Chakraborty, Santanu ;
Yanev, George P. .
JOURNAL OF STATISTICAL THEORY AND APPLICATIONS, 2018, 17 (03) :408-418
[30]   Characterizations of Exponential Distribution Based on Two-Sided Random Shifts [J].
Santanu Chakraborty ;
George P. Yanev .
Journal of Statistical Theory and Applications, 2018, 17 (3) :408-418