
Mathematical and Statistical Sciences Faculty Publications and Presentations
Document Type
Article
Publication Date
Spring 4-4-2022
Abstract
The sum of independent, but not necessary identically distributed, exponential random variables follows hypoexponential distribution. We study a situation when the rate parameters of the exponential variables are not all different from each other. We obtain a representation for the Laplace transform of the hypoexponential distribution in the case of two repeated parameter values. Applying this decomposition, we prove a characterization of the exponential distribution.
Recommended Citation
George Yanev. “On characterization of the exponential distribution via hypoexponential distributions.” J. Statistical Theory and Practice, forthcoming.
Comments
Submitted to J. Statistical Theory and Practice