Article ID Journal Published Year Pages File Type
7547998 Statistics & Probability Letters 2018 14 Pages PDF
Abstract
We derive the joint distribution of the sum and the maximum of n independent heterogeneous exponential random variables and provide a detailed description of this new stochastic model for n=2. This generalizes previous results for univariate distributions of the sum and the maximum of heterogeneous exponential random variables as well as their joint distribution in the homogeneous exponential case.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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The joint distribution of the sum and the maximum of heterogeneous exponential random variables
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