Downtime Distributions Based on a Multivariate Exponential Distribution.

摘要

Sums of dependent exponentially distributed random variables are examined as models for system downtimes. A multivariate exponential distribution derived by representing each exponential variable as a sum of squares of two normal variables was found to be very convenient. It was found that any distribution which applies to a sum of n such dependent exponential variables can also be achieved by summing n-independent exponential variables. The latter kinds of sums are known to give reasonable approximations to lognormal variables. (Author)