what is the simplified expression for the sum of probability of exponential distributed data?

Asked Mar 16 '20 at 06:54

Active Mar 16 '20 at 06:54

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Hi, I want to find the expression of P(Y1+...+Yn>U) as shown in the screeshot below but I have no idea how to do this. I'm not sure whether I should use Erlang distribution or gamma distribution. Please advise. Any help will be greatly appreciated!

asked Mar 16 '20 at 06:54

Elvis

let say Y_i is the monthly expenses, and U is an unknown threshold, so what should be the probability of n month expenses exceed the threshold? – Elvis Mar 16 '20 at 07:01
1

Please add self-study tag and tell us why using the distribution of the sum of the $Y_i$'s is not helping. – Xi'an Mar 16 '20 at 07:02

what is the simplified expression for the sum of probability of exponential distributed data?

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