CONVOLUTIONS OF HYPER-ERLANG AND OF ERLANG DISTRIBUTIONS

The sum of random variables are of interest in many areas of the sciences. In teletraffic analysis, the sum of Hyperexponential distribution is used as a model for the holding time distribution. Many authors examined this model and discussed its probability density function. In this paper, we consider the sum of independent Hyper-Erlang distributions. We showed that the probability density function of this distribution is related to probability density function of the sum of independent Erlang distributionsthe Hypoexponential distribution. As a consequence, we find an exact closed expressions for the probability density function of both distribution, which are related to the Kummer confluent hypergeometric function. AMS Subject Classification: 62E15, 60E10, 60E05