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Abstract |
The exponential-gamma (EG) process is a process made up of two random components X and Y: one exponentially distributed and the other gamma distributed. The EG process has attracted applications in al...most every area of the sciences and engineering. In this note, we derive the exact distributions of alphaX + \betaY , XY , and X/Y and discuss how they are relevant to the applications of the EG process.show more
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