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 Post subject: The distribution of exp and a constant
PostPosted: Fri, 4 May 2012 16:51:48 UTC 
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Hello,
Is there a known result about what is the distribution of the sum of constant and a exponentially distributed random variable?
If so, can someone refer me to an article or an e book with this information?
tenx
Marina


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 Post subject: Re: The distribution of exp and a constant
PostPosted: Fri, 4 May 2012 17:22:39 UTC 
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miray wrote:
Hello,
Is there a known result about what is the distribution of the sum of constant and a exponentially distributed random variable?
If so, can someone refer me to an article or an e book with this information?
tenx
Marina


"Constant distribution"? What is that? It doesn't sound like it makes sense.

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 Post subject: Re: The distribution of exp and a constant
PostPosted: Sat, 5 May 2012 03:07:28 UTC 
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miray wrote:
Hello,
Is there a known result about what is the distribution of the sum of constant and a exponentially distributed random variable?
If so, can someone refer me to an article or an e book with this information?
tenx
Marina

Do you mean Y = a + X, where X is exponentially distributed and a is a constant?

If so P(Y < y) = P(a + X < y) = P(X < y - a).


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 Post subject: Re: The distribution of exp and a constant
PostPosted: Sun, 6 May 2012 13:13:14 UTC 
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mathematic wrote:
miray wrote:
Hello,
Is there a known result about what is the distribution of the sum of constant and a exponentially distributed random variable?
If so, can someone refer me to an article or an e book with this information?
tenx
Marina

Do you mean Y = a + X, where X is exponentially distributed and a is a constant?

If so P(Y < y) = P(a + X < y) = P(X < y - a).


yes, this is what I meant.
But I need to know if Y has any known distribution. I am interested in the expectation of Y
maybe it remains exponentially distributed but with different parameter (y=a+X)? and if so where I can find the proof...


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 Post subject: Re: The distribution of exp and a constant
PostPosted: Sun, 6 May 2012 19:07:41 UTC 
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miray wrote:
mathematic wrote:
miray wrote:
Hello,
Is there a known result about what is the distribution of the sum of constant and a exponentially distributed random variable?
If so, can someone refer me to an article or an e book with this information?
tenx
Marina

Do you mean Y = a + X, where X is exponentially distributed and a is a constant?

If so P(Y < y) = P(a + X < y) = P(X < y - a).


yes, this is what I meant.
But I need to know if Y has any known distribution. I am interested in the expectation of Y
maybe it remains exponentially distributed but with different parameter (y=a+X)? and if so where I can find the proof...


Learn to use google. http://www.stat.wisc.edu/courses/st311-rich/convol.pdf

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 Post subject: Re: The distribution of exp and a constant
PostPosted: Sun, 6 May 2012 19:35:32 UTC 
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Shadow wrote:
miray wrote:
mathematic wrote:
miray wrote:
Hello,
Is there a known result about what is the distribution of the sum of constant and a exponentially distributed random variable?
If so, can someone refer me to an article or an e book with this information?
tenx
Marina

Do you mean Y = a + X, where X is exponentially distributed and a is a constant?

If so P(Y < y) = P(a + X < y) = P(X < y - a).


yes, this is what I meant.
But I need to know if Y has any known distribution. I am interested in the expectation of Y
maybe it remains exponentially distributed but with different parameter (y=a+X)? and if so where I can find the proof...


Learn to use google. http://www.stat.wisc.edu/courses/st311-rich/convol.pdf


Hi Shadow
You don't have to be rude. To use google you (me) have to know what you are looking for, and I believe this is what the forums for.
Tenx for your help thou, I think that solved my problem.


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 Post subject: Re: The distribution of exp and a constant
PostPosted: Sun, 6 May 2012 20:11:29 UTC 
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miray wrote:
Hi Shadow
You don't have to be rude. To use google you (me) have to know what you are looking for, and I believe this is what the forums for.
Tenx for your help thou, I think that solved my problem.


What I googled was "sum random variables distribution formula" which is what you asked for. :)

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