Results 1 to 2 of 2

Math Help - Hyper-exponential Random Variables

  1. #1
    Member
    Joined
    Aug 2007
    Posts
    239

    Hyper-exponential Random Variables

    Lets say we want to compute the probability density function for a hyper-exponential random variable for  n = 2 .

    So  f_{X_{1} + X_{2}}(t) = \int_{0}^{t} f_{X_{1}}(s) f_{X_{2}}(t-s) \ ds .

    Where did the  t-s come from?
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Flow Master
    mr fantastic's Avatar
    Joined
    Dec 2007
    From
    Zeitgeist
    Posts
    16,948
    Thanks
    5
    Quote Originally Posted by shilz222 View Post
    Lets say we want to compute the probability density function for a hyper-exponential random variable for  n = 2 .

    So  f_{X_{1} + X_{2}}(t) = \int_{0}^{t} f_{X_{1}}(s) f_{X_{2}}(t-s) \ ds .

    Where did the  t-s come from?
    By definition, to get f_{X_{1} + X_{2}}(t) you take the convolution of f_{X_1} and f_{X_2}.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Independent exponential random variables
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: December 12th 2011, 09:31 AM
  2. Exponential Random Variables
    Posted in the Advanced Statistics Forum
    Replies: 3
    Last Post: December 7th 2010, 06:32 PM
  3. Convolution of Exponential Random Variables
    Posted in the Advanced Statistics Forum
    Replies: 4
    Last Post: February 11th 2010, 01:34 AM
  4. The difference of exponential random variables
    Posted in the Advanced Statistics Forum
    Replies: 5
    Last Post: April 15th 2009, 06:01 PM
  5. Exponential Random Variables
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: January 29th 2008, 02:43 AM

Search Tags


/mathhelpforum @mathhelpforum