A general analytical solution for calculating n-fold convolution power of exponential-sum distribution functions

Abstract

In this paper, a general analytical solution for calculating n-fold convolution power of exponential-sum distribution functions is developed by means of Laplace transform technique. In principle, the formulae presented in this paper provide complete solution for any number of exponentials and any folds of convolution power. Testing results show that those formulae are correct. © 2002 Elsevier Science Inc. All rights reserved.