Exponential

Sum of correlated exponential random variables

Sum of correlated exponential random variables
  1. How do you add two exponential random variables?
  2. What is the distribution of sum of exponential random variables?
  3. What is the relationship between Gamma distribution and exponential distribution?
  4. What is variance of exponential distribution?

How do you add two exponential random variables?

If X1 and X2 are the two independent exponential random variables with respect to the rate parameters λ1 and λ2 respectively, then the sum of two independent exponential random variables is given by Z = X1 + X2.

What is the distribution of sum of exponential random variables?

The sum of exponential random variables is a Gamma random variable. has a Gamma distribution, because two random variables have the same distribution when they have the same moment generating function.

What is the relationship between Gamma distribution and exponential distribution?

Notes about Gamma Distributions:

If α=1, then the corresponding gamma distribution is given by the exponential distribution, i.e., gamma(1,λ)=exponential(λ). This is left as an exercise for the reader. The parameter α is referred to as the shape parameter, and λ is the rate parameter.

What is variance of exponential distribution?

Theorem. Let X be a continuous random variable with the exponential distribution with parameter β. Then the variance of X is: var(X)=β2.

Transfer Finding transfer functions from a system of multiple inputs
Finding transfer functions from a system of multiple inputs
Can a transfer function have multiple inputs?How do you take multiple inputs of a function?How do you find the transfer function of a system? Can a ...
Phase Why does an FFT-based filter change phase?
Why does an FFT-based filter change phase?
Do filters cause phase shift?Does FFT give phase?How does FFT filter work?What is FFT phase spectrum? Do filters cause phase shift?Filters, however,...
Frequency Trying to get an FFT to work on an fpga to get sound data
Trying to get an FFT to work on an fpga to get sound data
What is FFT used for in audio?What is FFT size in audio?Is spectrogram a FFT?How do you convert FFT to frequency? What is FFT used for in audio?The ...