Abstract
We introduce a new bivariate exponential distribution that is analytically tractable and easily implementable. Some of its properties are discussed. Explicit expressions of the expected value of the larger and of the smaller of a pair of correlated exponentials are also provided. An application to tandem queues offers several interesting implications.
We first review three of our papers that provide background to the main result of this chapter—a new bivariate exponential distribution.
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Zerom, D., Drezner, Z. (2019). A Bivariate Exponential Distribution. In: Eiselt, H., Marianov, V. (eds) Contributions to Location Analysis. International Series in Operations Research & Management Science, vol 281. Springer, Cham. https://doi.org/10.1007/978-3-030-19111-5_14
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DOI: https://doi.org/10.1007/978-3-030-19111-5_14
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