DocumentCode :
1399995
Title :
Closed-form expressions for distribution of sum of exponential random variables
Author :
Amari, Suprasad V. ; Misra, Ravindra B.
Author_Institution :
Dept. of Ind. Eng. & Manage., Indian Inst. of Technol., Kharagpur, India
Volume :
46
Issue :
4
fYear :
1997
fDate :
12/1/1997 12:00:00 AM
Firstpage :
519
Lastpage :
522
Abstract :
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. The authors 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. They similarly simplify the state-occupancy probabilities in general Markov models
Keywords :
Markov processes; exponential distribution; failure analysis; reliability theory; statistical analysis; Leibnitz rule; closed form solution; closed-form expressions; exponentially distributed lifetime; exponentially distributed random variables sum; general Markov models; high-order derivatives; intuitive multi-function generalization; state-occupancy probabilities; system failure time; Closed-form solution; Differential equations; Electric shock; Exponential distribution; Laplace equations; Random variables; Reliability; Shape;
fLanguage :
English
Journal_Title :
Reliability, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9529
Type :
jour
DOI :
10.1109/24.693785
Filename :
693785
Link To Document :
بازگشت