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Geometric sum of exponential variables
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Area of mathematics
Probability and statistics
Probability theory
Probability distribution
Continuous probability distribution
Exponential distribution
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Words: 33
If
N
is geometric on
{
1
,
2
,
…
}
with parameter
p
, independently of unit-rate exponential variables
S
i
, then
∑
i
=
1
N
S
i
(76)
is exponential with rate
p
. Its moment-generating function is
p
/
(
p
−
θ
)
for
θ
<
p
.
Ancestors
(8)
Exponential distribution
Continuous probability distribution
Probability distribution
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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