Entropy of the Sum of Two Independent, Non-Identically-Distributed Exponential Random Variables
Information Theory
2016-09-12 v1 math.IT
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.
Keywords
Cite
@article{arxiv.1609.02911,
title = {Entropy of the Sum of Two Independent, Non-Identically-Distributed Exponential Random Variables},
author = {Andrew W. Eckford and Peter J. Thomas},
journal= {arXiv preprint arXiv:1609.02911},
year = {2016}
}