2008
DOI: 10.1007/s10440-008-9224-4
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A Review of Results on Sums of Random Variables

Abstract: Sums of random variables arise naturally in wireless communications and related areas. Here, we provide a review of the known results on sums of exponential, gamma, lognormal, Rayleigh and Weibull random variables. A discussion is provided of two applications. We expect that this review could serve as a useful reference and help to advance further research in this area.

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Cited by 116 publications
(62 citation statements)
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“…The exact distribution of the sum of independent and non-identically distributed Gamma random variables can be found in [50], however, it will not yield a mathematically tractable expression. Therefore, we employ the second-order matching technique shown in the following lemma to obtain an approximation distribution.…”
Section: B Isotropic Approximation For Channel Vectorsmentioning
confidence: 99%
“…The exact distribution of the sum of independent and non-identically distributed Gamma random variables can be found in [50], however, it will not yield a mathematically tractable expression. Therefore, we employ the second-order matching technique shown in the following lemma to obtain an approximation distribution.…”
Section: B Isotropic Approximation For Channel Vectorsmentioning
confidence: 99%
“…I find that the share of traded goods sector in GDP is 0.25 which implies that ρ is 0.75. Following Alvarez and Lucas (2007), θ, which controls the variability of the national idiosyncratic component of productivity, is 0.15, which lies well within the range of values estimated by EK for the OECD countries (values range 10 Even though the distribution of equilibrium prices in country i is a Weibull, the density function of Q mi is not tractable because no results (not even approximations) have been known for sums of Weibull random variables (see Nadarajah (2008)). As a result there is no analytical expression for the distribution of σ(x).…”
Section: Model Solution and Simulation Of Pricesmentioning
confidence: 53%
“…Then τ = E 1 + E 2,4 + E 3 + E 5 and we use the results from [28] to show that Pr [τ ≤ 240 sec] = 99.9 %.…”
Section: F Modeling Of Decision Maker Notification Timementioning
confidence: 99%