• 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