Recent content by tpkay

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    Sum of Correlated Exponential RVs

    Hi All :) say Y = X1 + X2+ X3, where X1, X2 and X3 are each exponentially distributed RV. This makes Y also a RV. If X1 and X2 and X3 are independent, the pdf of Y can be found by the convolution of the individual pdfs. What if X1, X2 and X3 are correlated? How do we go about finding the...
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    Multivariate Exponential distribution

    Hi to all :) Does anyone have any idea how the expression for a multivariate exponential distribution looks like? If possible, can you post the source url? Commonly available is the multivariate normal distribution. thanks in advance :biggrin:
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