PDF of Sum of Independent Exponential Random Variables
sumexppdf.m MATLAB Helper Function
This code package contains a helper function sumexppdf()
designed to generate Probability Density Functions (PDF) and Cumulative Distribution Functions (CDF) for the sum of independent exponential random variables.
Functionality:
The function computes the PDF of the sum of independent exponential random variables: Y = X_1 + X_2 + X_3 + ... + X_n.
When provided with weights as the third input argument, it computes the PDF of the weighted sum of independent exponential random variables: Y = a_1.X_1 + a_2.X_2 + ... + a_n.X_n
Note: Only positive weights are supported.
Author: Zakir Hussain Shaik Contact: zakir.b2a@gmail.com
Function Inputs:
-
t
(Mandatory): Value at which PDF/CDF is evaluated -
lambdas
(Mandatory): Parameters of Exponential Random Variables -
weights
(Optional): Weights of Random Variables
Function Outputs:
-
f
: PDF evaluated att
-
F
: CDF evaluated att
Usage Examples:
f = sumexppdf(t, lambdas); % or [f, F] = sumexppdf(t, lambdas);
f = sumexppdf(t, lambdas, weights); % or [f, F] = sumexppdf(t, lambdas, weights);
Function Details:
Function Version: 1.0 License: This code is licensed under the GPLv2 license. Compatibility: MATLAB (tested on 2023a) Additional Information: This file is accompanied by example scripts and an illustration on obtaining the PDF of the norm square of a complex Gaussian vector.
For theoretical expressions and further discussions, refer to the accompanying blog article: https://www.zakirtechblog.com/post/sumexppdf/
引用
Zakir Hussain (2024). PDF of Sum of Independent Exponential Random Variables (https://github.com/zakirhussainshaik/sumexppdf_matlab/releases/tag/v1.0), GitHub. 取得済み .
MATLAB リリースの互換性
プラットフォームの互換性
Windows macOS Linuxタグ
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!バージョン | 公開済み | リリース ノート | |
---|---|---|---|
1.0 |