Upper bound or approximate form for the CDF of Hypo exponential random variable

344 Views Asked by At

The CDF of hypo exponential random variable (sum of $n$ independent exponential random variables $X_{i} $ with different rates $\lambda_{i}$) is given by

CDF of Hypo exponential random variable

I seek for an upper bound or an approximate form for the CDF to enable me to use it in an optimization problem.

Can anyone help ?