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arXiv · 1609.02911

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

Andrew W. Eckford·Peter J. Thomas
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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.

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Andrew W. Eckford, Peter J. Thomas. 2016-09-09. Entropy of the Sum of Two Independent, Non-Identically-Distributed Exponential Random Variables. https://arxiv.org/abs/1609.02911

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