Zero-based geometric sum of exponential variables
ID: zero-based-geometric-sum-of-exponential-variables
If independent summands have exponential distribution of mean and the independent count has a zero-based geometric distribution of parameter , their random sum of independent claims has an atom at zero and an exponential positive component of rate . Its Laplace transform of a nonnegative random variable is . Thus for . Unlike the geometric sum of exponential variables with a positive count, this law is not purely exponential.
New to topics? Read the docs here!