Computation of Higher-Order Moment of Sum of Independent and Identically Distributed Exponential Random Variables
Xiaoying Zhao · 2011
The higher-order moment of sum of independent and identically distributed exponential random variables was investigated.The higher-moment of exponential random variable was computed by mathematical induction method.Base on this result,combining the multinomial theorem and the knowledge about the partition of integer in combinatorics,the higher-order moment of sum of independent and identically distributed exponential random variables was computed and the computation formula was got.At last,the conclusion was illustrated by numerical example.