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Hello,
I am conducting undergraduate statistical research and would appreciate any insight into the following question:
If I take a proportional sum of exponential random variables, i.e. X = p1x1 + p2x2 + ... + pnxn, where p1,p2,p3,...,pn sum to one and x1,x2,x3,...,xn are exponential random variables from different distributions, do I get something exponential or do I get something that looks somewhat normal?
I would like to model this in R, so any help with the code will be greatly appreciated, too.
Thanks!
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Devon Cook
California State University, Fullerton
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