Timeline for Looking for a certain kind of a distribution
Current License: CC BY-SA 3.0
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| Aug 2, 2017 at 16:46 | history | edited | user44143 | CC BY-SA 3.0 |
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| Aug 2, 2017 at 16:10 | comment | added | user44143 | Brute force will get you formulas, but not nice formulas. It took substantial tinkering with Mathematica results to get something readable. Maybe tinkering with the n=4 case will make a generalization obvious. Try Probability[ a x + b y < d, {x [Distributed] ExponentialDistribution[lambda], y [Distributed] ExponentialDistribution[lambda]}] and the like, but beware that this command for two dimensions gives a result with 13 cases before tinkering! | |
| Aug 2, 2017 at 15:58 | comment | added | gradstudent | Thanks! Are these obtained by some brute force computation like just doing iterated convolutions or are there tricks to quickly generalize this to $n-$dimensions? | |
| Aug 2, 2017 at 14:56 | history | edited | user44143 | CC BY-SA 3.0 |
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| Aug 2, 2017 at 14:45 | history | answered | user44143 | CC BY-SA 3.0 |