2016/09/09 by Andrew W. Eckford, Eckford, Andrew W., Peter J. Thomas +1
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Stochastic processes and statistical mechanics #Bayesian Modeling and Causal Inference
paper · pdf · doi:10.48550/arxiv.1609.02911
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.