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Entropy of the Sum of Two Independent, Non-Identically-Distributed Exponential Random Variables

Authors :
Eckford, Andrew W.
Thomas, Peter J.
Publication Year :
2016

Abstract

In this letter, we give a concise, closed-form expression for the differential entropy of the sum of two independent, non-identically-distributed exponential random variables. The derivation is straightforward, but such a concise entropy has not been previously given in the literature. The usefulness of the expression is demonstrated with examples.

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.doi.dedup.....133d35aa61a038896526131cba2b3821