Date of this Version
Entropy 2005, 7, pp. 161-171.
The exact distribution of the linear combination αX + βY is derived when X and Y are exponential and gamma random variables distributed independently of each other. A measure of entropy of the linear combination is investigated. We also provide computer programs for generating tabulations of the percentage points associated with the linear combination. The work is motivated by examples in automation, control, fuzzy sets, neurocomputing and other areas of computer science.