How To Deliver Property Of The Exponential Distribution
(2015).
Other related distributions:
Below, suppose random variable X is exponentially distributed with rate parameter original site and
x
1
,
,
x
n
{\displaystyle x_{1},\dotsc ,x_{n}}
are n independent samples from X, with sample mean
{\displaystyle {\bar {x}}}
. If
X
1
{\displaystyle X_{1}}
and
X
2
{\displaystyle X_{2}}
are independent exponential random variables with respective rate parameters
1
{\displaystyle \lambda _{1}}
and
2
,
{\displaystyle \lambda _{2},}
then the probability density of
Z
=
X
1
+
X
2
{\displaystyle Z=X_{1}+X_{2}}
is given by
In the case of equal rate parameters, the result is an Erlang distribution with shape 2 and parameter
,
{\displaystyle \lambda ,}
which in turn is a special case of gamma distribution. .