Hypoexponential Distribution with Different Parameters

Khaled Smaili, Therrar Kadri, Seifedine Kadry

Department of Applied Mathematics, Faculty of Sciences, Lebanese University, Zahle, Lebanon.
Department of Mathematics, Faculty of Sciences, Beirut Arab University, Beirut, Lebanon.
School of Engineering, American University of the Middle East, Eguaila, Kuwait.

DOI: 10.4236/am.2013.44087                

Abstract

The Hypoexponential distribution is the distribution of the sum of n ≥ 2 independent Exponential random variables. This distribution is used in moduling multiple exponential stages in series. This distribution can be used in many domains of application. In this paper we consider the case of n exponential Random Variable having distinct parameters. Using convolution, some properties ofLaplacetransform and the moment generating function, we analyse this case and give new properties and identities. Moreover, we shall study particular cases when are arithmetic and geometric.

Keywords

Hypoexponential Distribution; pdf; Convolution; Laplace Transform; Moment Generating Function; Expectation; Partial Fraction Expansion

Conflicts of Interest

The authors declare no conflicts of interest.

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