Properties of The Hyper-exponential Distribution
Since the expected value of a sum is the sum of the expected values, the expected value of a hyper-exponential random variable can be shown as
and
from which we can derive the variance.
The moment-generating function is given by
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“A drop of water has the properties of the sea, but cannot exhibit a storm. There is beauty of a concert, as well as of a flute; strength of a host, as well as of a hero.”
—Ralph Waldo Emerson (1803–1882)
“A drop of water has the properties of the sea, but cannot exhibit a storm. There is beauty of a concert, as well as of a flute; strength of a host, as well as of a hero.”
—Ralph Waldo Emerson (1803–1882)
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