Hypoexponential Distribution - Overview

Overview

The Erlang distribution is a series of k exponential distributions all with rate . The hypoexponential is a series of k exponential distributions each with their own rate, the rate of the exponential distribution. If we have k independently distributed exponential random variables, then the random variable,


\boldsymbol{X}=\sum^{k}_{i=1}\boldsymbol{X}_{i}

is hypoexponentially distributed. The hypoexponential has a minimum coefficient of variation of .

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