In probability theory, a hyper-exponential distribution is a continuous distribution such that the probability density function of the random variable X is given by
where Yi is an exponentially distributed random variable with rate parameter λi, and pi is the probability that X will take on the form of the exponential distribution with rate λi. It is named the hyper-exponential distribution since its coefficient of variation is greater than that of the exponential distribution, whose coefficient of variation is 1, and the hypoexponential distribution, which has a coefficient of variation less than one. While the exponential distribution is the continuous analogue of the geometric distribution, the hyper-exponential distribution is not analogous to the hypergeometric distribution. The hyper-exponential distribution is an example of a mixture density.
An example of a hyper-exponential random variable can be seen in the context of telephony, where, if someone has a modem and a phone, their phone line usage could be modeled as a hyper-exponential distribution where there is probability p of them talking on the phone with rate λ1 and probability q of them using their internet connection with rate λ2.
Read more about Hyper-exponential Distribution: Properties of The Hyper-exponential Distribution
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