Hypoexponential distribution

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data-mw-deduplicate="TemplateStyles:r1257001546">.mw-parser-output .infobox-subbox{padding:0;border:none;margin:-3px;width:auto;min-width:100%;font-size:100%;clear:none;float:none;background-color:transparent}.mw-parser-output .infobox-3cols-child{margin:auto}.mw-parser-output .infobox .navbar{font-size:100%}@media screen{html.skin-theme-clientpref-night .mw-parser-output .infobox-full-data:not(.notheme)>div:not(.notheme)[style]{background:#1f1f23!important;color:#f8f9fa}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .infobox-full-data:not(.notheme) div:not(.notheme){background:#1f1f23!important;color:#f8f9fa}}@media(min-width:640px){body.skin--responsive .mw-parser-output .infobox-table{display:table!important}body.skin--responsive .mw-parser-output .infobox-table>caption{display:table-caption!important}body.skin--responsive .mw-parser-output .infobox-table>tbody{display:table-row-group}body.skin--responsive .mw-parser-output .infobox-table tr{display:table-row!important}body.skin--responsive .mw-parser-output .infobox-table th,body.skin--responsive .mw-parser-output .infobox-table td{padding-left:inherit;padding-right:inherit}}</style><style data-mw-deduplicate="TemplateStyles:r1259743904">.mw-parser-output .ib-prob-dist{border-collapse:collapse;width:20em}.mw-parser-output .ib-prob-dist td,.mw-parser-output .ib-prob-dist th{border:1px solid var(--border-color-base,#a2a9b1);padding:0.3em 0.4em}.mw-parser-output .ib-prob-dist .infobox-subheader{text-align:left}.mw-parser-output .ib-prob-dist-image{background:var(--background-color-neutral,#eaecf0);font-weight:bold;text-align:center}</style><table class="infobox infobox-table ib-prob-dist"><caption class="infobox-title">Hypoexponential</caption><tbody><tr><th scope="row" class="infobox-label"><a href="/wiki/Statistical_parameter" title="Statistical parameter">Parameters</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{1},\dots ,\lambda _{k}>0\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo>></mo> <mn>0</mn> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{1},\dots ,\lambda _{k}>0\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c926294b459816783252872a6ae77bee9af3d245" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:14.68ex; height:2.509ex;" alt="{\displaystyle \lambda _{1},\dots ,\lambda _{k}>0\,}"></span> rates (<a href="/wiki/Real_number" title="Real number">real</a>)</td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Support_(mathematics)" title="Support (mathematics)">Support</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x\in [0;\infty )\!}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>∈</mo> <mo stretchy="false">[</mo> <mn>0</mn> <mo>;</mo> <mi mathvariant="normal">∞</mi> <mo stretchy="false">)</mo> <mspace width="negativethinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x\in [0;\infty )\!}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b770270fcd90aefecf3d8de17377fdd3793f7caf" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; margin-right: -0.166ex; width:10.021ex; height:2.843ex;" alt="{\displaystyle x\in [0;\infty )\!}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Probability_density_function" title="Probability density function">PDF</a></th><td colspan="3" class="infobox-data"> Expressed as a <a href="/wiki/Phase-type_distribution" title="Phase-type distribution">phase-type distribution</a><br /><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle -{\boldsymbol {\alpha }}e^{x\Theta }\Theta {\boldsymbol {1}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo>−</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold-italic">α</mi> </mrow> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> <mi mathvariant="normal">Θ</mi> </mrow> </msup> <mi mathvariant="normal">Θ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn mathvariant="bold">1</mn> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle -{\boldsymbol {\alpha }}e^{x\Theta }\Theta {\boldsymbol {1}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/799ef9789f621e3afd9af97b97f1f3fe7ff46422" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:10.256ex; height:2.843ex;" alt="{\displaystyle -{\boldsymbol {\alpha }}e^{x\Theta }\Theta {\boldsymbol {1}}}"></span><br />Has no other simple form; see article for details</td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Cumulative_distribution_function" title="Cumulative distribution function">CDF</a></th><td colspan="3" class="infobox-data"> Expressed as a phase-type distribution<br /><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 1-{\boldsymbol {\alpha }}e^{x\Theta }{\boldsymbol {1}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>1</mn> <mo>−</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold-italic">α</mi> </mrow> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> <mi mathvariant="normal">Θ</mi> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mn mathvariant="bold">1</mn> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 1-{\boldsymbol {\alpha }}e^{x\Theta }{\boldsymbol {1}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/44cc9bc5c6034ee614270db9d0824563669d81ea" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:10.643ex; height:2.843ex;" alt="{\displaystyle 1-{\boldsymbol {\alpha }}e^{x\Theta }{\boldsymbol {1}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Expected_value" title="Expected value">Mean</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sum _{i=1}^{k}1/\lambda _{i}\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <munderover> <mo>∑</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </munderover> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sum _{i=1}^{k}1/\lambda _{i}\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c2dc5cb202636c1b250744b14207263ccba5c41e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:8.609ex; height:7.343ex;" alt="{\displaystyle \sum _{i=1}^{k}1/\lambda _{i}\,}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Median" title="Median">Median</a></th><td colspan="3" class="infobox-data"> General closed form does not exist<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Mode_(statistics)" title="Mode (statistics)">Mode</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (k-1)/\lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi>k</mi> <mo>−</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>λ</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (k-1)/\lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/20205d126b006f066aa3829ceac06edb4cadab84" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.541ex; height:2.843ex;" alt="{\displaystyle (k-1)/\lambda }"></span> if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{k}=\lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo>=</mo> <mi>λ</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{k}=\lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/03bef1297f46f5ebed96a8bbec6aab305b4ebdce" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.898ex; height:2.509ex;" alt="{\displaystyle \lambda _{k}=\lambda }"></span>, for all k</td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Variance" title="Variance">Variance</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sum _{i=1}^{k}1/\lambda _{i}^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <munderover> <mo>∑</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </munderover> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msubsup> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sum _{i=1}^{k}1/\lambda _{i}^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/99a16dbfc2724420e4b12c894f81f501f145bb33" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:8.476ex; height:7.343ex;" alt="{\displaystyle \sum _{i=1}^{k}1/\lambda _{i}^{2}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Skewness" title="Skewness">Skewness</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2(\sum _{i=1}^{k}1/\lambda _{i}^{3})/(\sum _{i=1}^{k}1/\lambda _{i}^{2})^{3/2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>2</mn> <mo stretchy="false">(</mo> <munderover> <mo>∑</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </munderover> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msubsup> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msubsup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mo stretchy="false">(</mo> <munderover> <mo>∑</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </munderover> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msubsup> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2(\sum _{i=1}^{k}1/\lambda _{i}^{3})/(\sum _{i=1}^{k}1/\lambda _{i}^{2})^{3/2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/259e8c5a909e9a41a4d33c338fd61383f7bddb3f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:25.595ex; height:7.343ex;" alt="{\displaystyle 2(\sum _{i=1}^{k}1/\lambda _{i}^{3})/(\sum _{i=1}^{k}1/\lambda _{i}^{2})^{3/2}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Excess_kurtosis" class="mw-redirect" title="Excess kurtosis">Excess kurtosis</a></th><td colspan="3" class="infobox-data"> no simple closed form</td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Moment-generating_function" title="Moment-generating function">MGF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\boldsymbol {\alpha }}(tI-\Theta )^{-1}\Theta \mathbf {1} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold-italic">α</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mi>I</mi> <mo>−</mo> <mi mathvariant="normal">Θ</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mn>1</mn> </mrow> </msup> <mi mathvariant="normal">Θ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn mathvariant="bold">1</mn> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\boldsymbol {\alpha }}(tI-\Theta )^{-1}\Theta \mathbf {1} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/487d26565d82178d5a762cf88dbc0afb1898a018" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.715ex; height:3.176ex;" alt="{\displaystyle {\boldsymbol {\alpha }}(tI-\Theta )^{-1}\Theta \mathbf {1} }"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Characteristic_function_(probability_theory)" title="Characteristic function (probability theory)">CF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\boldsymbol {\alpha }}(itI-\Theta )^{-1}\Theta \mathbf {1} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold-italic">α</mi> </mrow> <mo stretchy="false">(</mo> <mi>i</mi> <mi>t</mi> <mi>I</mi> <mo>−</mo> <mi mathvariant="normal">Θ</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mn>1</mn> </mrow> </msup> <mi mathvariant="normal">Θ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn mathvariant="bold">1</mn> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\boldsymbol {\alpha }}(itI-\Theta )^{-1}\Theta \mathbf {1} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/716a57742c7afdd862ccf977a6e67bc3c09cc57a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:16.518ex; height:3.176ex;" alt="{\displaystyle {\boldsymbol {\alpha }}(itI-\Theta )^{-1}\Theta \mathbf {1} }"></span></td></tr></tbody></table> <p>In <a href="/wiki/Probability_theory" title="Probability theory">probability theory</a> the <b>hypoexponential distribution</b> or the <b>generalized <a href="/wiki/Erlang_distribution" title="Erlang distribution">Erlang distribution</a></b> is a <a href="/wiki/Continuous_distribution" class="mw-redirect" title="Continuous distribution">continuous distribution</a>, that has found use in the same fields as the Erlang distribution, such as <a href="/wiki/Queueing_theory" title="Queueing theory">queueing theory</a>, <a href="/wiki/Teletraffic_engineering" title="Teletraffic engineering">teletraffic engineering</a> and more generally in <a href="/wiki/Stochastic_processes" class="mw-redirect" title="Stochastic processes">stochastic processes</a>. It is called the hypoexponetial distribution as it has a <a href="/wiki/Coefficient_of_variation" title="Coefficient of variation">coefficient of variation</a> less than one, compared to the <a href="/wiki/Hyper-exponential_distribution" class="mw-redirect" title="Hyper-exponential distribution">hyper-exponential distribution</a> which has coefficient of variation greater than one and the <a href="/wiki/Exponential_distribution" title="Exponential distribution">exponential distribution</a> which has coefficient of variation of one. </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Overview">Overview</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hypoexponential_distribution&action=edit&section=1" title="Edit section: Overview"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The <a href="/wiki/Erlang_distribution" title="Erlang distribution">Erlang distribution</a> is a series of <i>k</i> exponential distributions all with rate <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span>. The hypoexponential is a series of <i>k</i> exponential distributions each with their own rate <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/72fde940918edf84caf3d406cc7d31949166820f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.155ex; height:2.509ex;" alt="{\displaystyle \lambda _{i}}"></span>, the rate of the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i^{th}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>i</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>t</mi> <mi>h</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i^{th}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9c454bb35f050556d361ee85e06ca923b16a3bf4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.575ex; height:2.676ex;" alt="{\displaystyle i^{th}}"></span> exponential distribution. If we have <i>k</i> independently distributed exponential random variables <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\boldsymbol {X}}_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold-italic">X</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\boldsymbol {X}}_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7c71a3e02eda8fe0490730385969319886415a5f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:3ex; height:2.509ex;" alt="{\displaystyle {\boldsymbol {X}}_{i}}"></span>, then the random variable, </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\boldsymbol {X}}=\sum _{i=1}^{k}{\boldsymbol {X}}_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold-italic">X</mi> </mrow> <mo>=</mo> <munderover> <mo>∑</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </munderover> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold-italic">X</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\boldsymbol {X}}=\sum _{i=1}^{k}{\boldsymbol {X}}_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b128fc061f6c59d1718d9c796d069e1b78b0ec87" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:12.055ex; height:7.343ex;" alt="{\displaystyle {\boldsymbol {X}}=\sum _{i=1}^{k}{\boldsymbol {X}}_{i}}"></span></dd></dl> <p>is hypoexponentially distributed. The hypoexponential has a minimum coefficient of variation of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 1/k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 1/k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a7e9fedad8c70c6331b2640b56c23cef8c884e1f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:3.536ex; height:2.843ex;" alt="{\displaystyle 1/k}"></span>. </p> <div class="mw-heading mw-heading3"><h3 id="Relation_to_the_phase-type_distribution">Relation to the phase-type distribution</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hypoexponential_distribution&action=edit&section=2" title="Edit section: Relation to the phase-type distribution"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>As a result of the definition it is easier to consider this distribution as a special case of the <a href="/wiki/Phase-type_distribution" title="Phase-type distribution">phase-type distribution</a>.<sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup> The phase-type distribution is the time to absorption of a finite state <a href="/wiki/Markov_process" class="mw-redirect" title="Markov process">Markov process</a>. If we have a <i>k+1</i> state process, where the first <i>k</i> states are transient and the state <i>k+1</i> is an absorbing state, then the distribution of time from the start of the process until the absorbing state is reached is phase-type distributed. This becomes the hypoexponential if we start in the first 1 and move skip-free from state <i>i</i> to <i>i+1</i> with rate <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/72fde940918edf84caf3d406cc7d31949166820f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.155ex; height:2.509ex;" alt="{\displaystyle \lambda _{i}}"></span> until state <i>k</i> transitions with rate <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{k}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{k}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/57dfa9eb1c96d16ff53f264bd9710a16c0108469" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.444ex; height:2.509ex;" alt="{\displaystyle \lambda _{k}}"></span> to the absorbing state <i>k+1</i>. This can be written in the form of a subgenerator matrix, </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left[{\begin{matrix}-\lambda _{1}&\lambda _{1}&0&\dots &0&0\\0&-\lambda _{2}&\lambda _{2}&\ddots &0&0\\\vdots &\ddots &\ddots &\ddots &\ddots &\vdots \\0&0&\ddots &-\lambda _{k-2}&\lambda _{k-2}&0\\0&0&\dots &0&-\lambda _{k-1}&\lambda _{k-1}\\0&0&\dots &0&0&-\lambda _{k}\end{matrix}}\right]\;.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow> <mo>[</mo> <mrow class="MJX-TeXAtom-ORD"> <mtable rowspacing="4pt" columnspacing="1em"> <mtr> <mtd> <mo>−</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mtd> <mtd> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mtd> <mtd> <mn>0</mn> </mtd> <mtd> <mo>…</mo> </mtd> <mtd> <mn>0</mn> </mtd> <mtd> <mn>0</mn> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <mo>−</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mtd> <mtd> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mtd> <mtd> <mo>⋱</mo> </mtd> <mtd> <mn>0</mn> </mtd> <mtd> <mn>0</mn> </mtd> </mtr> <mtr> <mtd> <mo>⋮</mo> </mtd> <mtd> <mo>⋱</mo> </mtd> <mtd> <mo>⋱</mo> </mtd> <mtd> <mo>⋱</mo> </mtd> <mtd> <mo>⋱</mo> </mtd> <mtd> <mo>⋮</mo> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <mn>0</mn> </mtd> <mtd> <mo>⋱</mo> </mtd> <mtd> <mo>−</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>−</mo> <mn>2</mn> </mrow> </msub> </mtd> <mtd> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>−</mo> <mn>2</mn> </mrow> </msub> </mtd> <mtd> <mn>0</mn> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <mn>0</mn> </mtd> <mtd> <mo>…</mo> </mtd> <mtd> <mn>0</mn> </mtd> <mtd> <mo>−</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>−</mo> <mn>1</mn> </mrow> </msub> </mtd> <mtd> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>−</mo> <mn>1</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <mn>0</mn> </mtd> <mtd> <mo>…</mo> </mtd> <mtd> <mn>0</mn> </mtd> <mtd> <mn>0</mn> </mtd> <mtd> <mo>−</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> </mtd> </mtr> </mtable> </mrow> <mo>]</mo> </mrow> <mspace width="thickmathspace" /> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \left[{\begin{matrix}-\lambda _{1}&\lambda _{1}&0&\dots &0&0\\0&-\lambda _{2}&\lambda _{2}&\ddots &0&0\\\vdots &\ddots &\ddots &\ddots &\ddots &\vdots \\0&0&\ddots &-\lambda _{k-2}&\lambda _{k-2}&0\\0&0&\dots &0&-\lambda _{k-1}&\lambda _{k-1}\\0&0&\dots &0&0&-\lambda _{k}\end{matrix}}\right]\;.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5adc28a5ad374c83a57976ffcd0f726ebea058a3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -11.505ex; width:45.808ex; height:24.176ex;" alt="{\displaystyle \left[{\begin{matrix}-\lambda _{1}&\lambda _{1}&0&\dots &0&0\\0&-\lambda _{2}&\lambda _{2}&\ddots &0&0\\\vdots &\ddots &\ddots &\ddots &\ddots &\vdots \\0&0&\ddots &-\lambda _{k-2}&\lambda _{k-2}&0\\0&0&\dots &0&-\lambda _{k-1}&\lambda _{k-1}\\0&0&\dots &0&0&-\lambda _{k}\end{matrix}}\right]\;.}"></span></dd></dl> <p>For simplicity denote the above matrix <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Theta \equiv \Theta (\lambda _{1},\dots ,\lambda _{k})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Θ</mi> <mo>≡</mo> <mi mathvariant="normal">Θ</mi> <mo stretchy="false">(</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Theta \equiv \Theta (\lambda _{1},\dots ,\lambda _{k})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/438f89dc411ae5b5bd221219aabd8c7beac203b3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.556ex; height:2.843ex;" alt="{\displaystyle \Theta \equiv \Theta (\lambda _{1},\dots ,\lambda _{k})}"></span>. If the probability of starting in each of the <i>k</i> states is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\boldsymbol {\alpha }}=(1,0,\dots ,0)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold-italic">α</mi> </mrow> <mo>=</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>,</mo> <mn>0</mn> <mo>,</mo> <mo>…</mo> <mo>,</mo> <mn>0</mn> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\boldsymbol {\alpha }}=(1,0,\dots ,0)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/be26758ad976ad97efbea0e48eca5f2892af9431" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:16.376ex; height:2.843ex;" alt="{\displaystyle {\boldsymbol {\alpha }}=(1,0,\dots ,0)}"></span></dd></dl> <p>then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Hypo(\lambda _{1},\dots ,\lambda _{k})=PH({\boldsymbol {\alpha }},\Theta ).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>H</mi> <mi>y</mi> <mi>p</mi> <mi>o</mi> <mo stretchy="false">(</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <mi>P</mi> <mi>H</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold-italic">α</mi> </mrow> <mo>,</mo> <mi mathvariant="normal">Θ</mi> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Hypo(\lambda _{1},\dots ,\lambda _{k})=PH({\boldsymbol {\alpha }},\Theta ).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7763dddf054196c064aaf0f9602d7acbaf129aa0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:31.331ex; height:2.843ex;" alt="{\displaystyle Hypo(\lambda _{1},\dots ,\lambda _{k})=PH({\boldsymbol {\alpha }},\Theta ).}"></span> </p> <div class="mw-heading mw-heading2"><h2 id="Two_parameter_case">Two parameter case</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hypoexponential_distribution&action=edit&section=3" title="Edit section: Two parameter case"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Where the distribution has two parameters (<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{1}\neq \lambda _{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>≠</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{1}\neq \lambda _{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/efc7088b0b1ade20fc3b36d596d0a11faaafca83" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.917ex; height:2.676ex;" alt="{\displaystyle \lambda _{1}\neq \lambda _{2}}"></span>) the explicit forms of the probability functions and the associated statistics are:<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup> </p><p>CDF: <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x)=1-{\frac {\lambda _{2}}{\lambda _{2}-\lambda _{1}}}e^{-\lambda _{1}x}-{\frac {\lambda _{1}}{\lambda _{1}-\lambda _{2}}}e^{-\lambda _{2}x}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> <mo>−</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mrow> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>−</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mrow> </mfrac> </mrow> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mi>x</mi> </mrow> </msup> <mo>−</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mrow> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>−</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </mfrac> </mrow> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mi>x</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x)=1-{\frac {\lambda _{2}}{\lambda _{2}-\lambda _{1}}}e^{-\lambda _{1}x}-{\frac {\lambda _{1}}{\lambda _{1}-\lambda _{2}}}e^{-\lambda _{2}x}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fe1c70b4758a3ecf21fc21a841996e55e4470c31" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:42.461ex; height:5.843ex;" alt="{\displaystyle F(x)=1-{\frac {\lambda _{2}}{\lambda _{2}-\lambda _{1}}}e^{-\lambda _{1}x}-{\frac {\lambda _{1}}{\lambda _{1}-\lambda _{2}}}e^{-\lambda _{2}x}}"></span> </p><p>PDF: <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x)={\frac {\lambda _{1}\lambda _{2}}{\lambda _{1}-\lambda _{2}}}(e^{-x\lambda _{2}}-e^{-x\lambda _{1}})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> <mrow> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>−</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </mfrac> </mrow> <mo stretchy="false">(</mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mi>x</mi> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </msup> <mo>−</mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mi>x</mi> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mrow> </msup> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x)={\frac {\lambda _{1}\lambda _{2}}{\lambda _{1}-\lambda _{2}}}(e^{-x\lambda _{2}}-e^{-x\lambda _{1}})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/10760bceda6303534fbc57da1267c83c05f91067" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:31.31ex; height:5.843ex;" alt="{\displaystyle f(x)={\frac {\lambda _{1}\lambda _{2}}{\lambda _{1}-\lambda _{2}}}(e^{-x\lambda _{2}}-e^{-x\lambda _{1}})}"></span> </p><p>Mean: <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {1}{\lambda _{1}}}+{\frac {1}{\lambda _{2}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mfrac> </mrow> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {1}{\lambda _{1}}}+{\frac {1}{\lambda _{2}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7d6419413d6860d499936d716dc74a94cc716b15" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:9.332ex; height:5.676ex;" alt="{\displaystyle {\frac {1}{\lambda _{1}}}+{\frac {1}{\lambda _{2}}}}"></span> </p><p>Variance: <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {1}{\lambda _{1}^{2}}}+{\frac {1}{\lambda _{2}^{2}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msubsup> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mfrac> </mrow> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msubsup> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {1}{\lambda _{1}^{2}}}+{\frac {1}{\lambda _{2}^{2}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4877162a91448f586405a9364e49ef6abd11b408" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.838ex; width:9.332ex; height:6.176ex;" alt="{\displaystyle {\frac {1}{\lambda _{1}^{2}}}+{\frac {1}{\lambda _{2}^{2}}}}"></span> </p><p>Coefficient of variation: <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {\sqrt {\lambda _{1}^{2}+\lambda _{2}^{2}}}{\lambda _{1}+\lambda _{2}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msqrt> <msubsup> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>+</mo> <msubsup> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </msqrt> <mrow> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>+</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {\sqrt {\lambda _{1}^{2}+\lambda _{2}^{2}}}{\lambda _{1}+\lambda _{2}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/604036ab534b66cda427d10bd4afde62fd09675e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:10.819ex; height:8.176ex;" alt="{\displaystyle {\frac {\sqrt {\lambda _{1}^{2}+\lambda _{2}^{2}}}{\lambda _{1}+\lambda _{2}}}}"></span> </p><p>The coefficient of variation is always less than 1. </p><p>Given the sample mean (<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {x}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">¯</mo> </mover> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\bar {x}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/466e03e1c9533b4dab1b9949dad393883f385d80" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:2.009ex;" alt="{\displaystyle {\bar {x}}}"></span>) and sample coefficient of variation (<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle c}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>c</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle c}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/86a67b81c2de995bd608d5b2df50cd8cd7d92455" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.007ex; height:1.676ex;" alt="{\displaystyle c}"></span>), the parameters <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/571a423bece8f29bcd1b48572f18dd4f6213dce2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.409ex; height:2.509ex;" alt="{\displaystyle \lambda _{1}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6b668a1bd1e8ab9452ca975b7497546e7c1ba187" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.409ex; height:2.509ex;" alt="{\displaystyle \lambda _{2}}"></span> can be estimated as follows: </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{1}={\frac {2}{\bar {x}}}\left[1+{\sqrt {1+2(c^{2}-1)}}\right]^{-1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">¯</mo> </mover> </mrow> </mfrac> </mrow> <msup> <mrow> <mo>[</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mn>1</mn> <mo>+</mo> <mn>2</mn> <mo stretchy="false">(</mo> <msup> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>−</mo> <mn>1</mn> <mo stretchy="false">)</mo> </msqrt> </mrow> </mrow> <mo>]</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mn>1</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{1}={\frac {2}{\bar {x}}}\left[1+{\sqrt {1+2(c^{2}-1)}}\right]^{-1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/096ed8bcb754a6201411bad8643c952de98539e5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:31.567ex; height:5.509ex;" alt="{\displaystyle \lambda _{1}={\frac {2}{\bar {x}}}\left[1+{\sqrt {1+2(c^{2}-1)}}\right]^{-1}}"></span> </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{2}={\frac {2}{\bar {x}}}\left[1-{\sqrt {1+2(c^{2}-1)}}\right]^{-1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">¯</mo> </mover> </mrow> </mfrac> </mrow> <msup> <mrow> <mo>[</mo> <mrow> <mn>1</mn> <mo>−</mo> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mn>1</mn> <mo>+</mo> <mn>2</mn> <mo stretchy="false">(</mo> <msup> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>−</mo> <mn>1</mn> <mo stretchy="false">)</mo> </msqrt> </mrow> </mrow> <mo>]</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mn>1</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{2}={\frac {2}{\bar {x}}}\left[1-{\sqrt {1+2(c^{2}-1)}}\right]^{-1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/25e57ca056a9b5573b3050b784b59caa31d0d25f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:31.567ex; height:5.509ex;" alt="{\displaystyle \lambda _{2}={\frac {2}{\bar {x}}}\left[1-{\sqrt {1+2(c^{2}-1)}}\right]^{-1}}"></span> </p><p>These estimators can be derived from the methods of moments by setting <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {1}{\lambda _{1}}}+{\frac {1}{\lambda _{2}}}={\bar {x}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mfrac> </mrow> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mfrac> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">¯</mo> </mover> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {1}{\lambda _{1}}}+{\frac {1}{\lambda _{2}}}={\bar {x}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/79ad9d964fcad21a2cf0d9e2b21d296b721a3ccb" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:13.76ex; height:5.676ex;" alt="{\displaystyle {\frac {1}{\lambda _{1}}}+{\frac {1}{\lambda _{2}}}={\bar {x}}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {\sqrt {\lambda _{1}^{2}+\lambda _{2}^{2}}}{\lambda _{1}+\lambda _{2}}}=c}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msqrt> <msubsup> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>+</mo> <msubsup> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </msqrt> <mrow> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>+</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </mfrac> </mrow> <mo>=</mo> <mi>c</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {\sqrt {\lambda _{1}^{2}+\lambda _{2}^{2}}}{\lambda _{1}+\lambda _{2}}}=c}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87428cab89d7109996aa1a6bce325a136348092c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:14.925ex; height:8.176ex;" alt="{\displaystyle {\frac {\sqrt {\lambda _{1}^{2}+\lambda _{2}^{2}}}{\lambda _{1}+\lambda _{2}}}=c}"></span>. </p><p>The resulting parameters <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/571a423bece8f29bcd1b48572f18dd4f6213dce2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.409ex; height:2.509ex;" alt="{\displaystyle \lambda _{1}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6b668a1bd1e8ab9452ca975b7497546e7c1ba187" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.409ex; height:2.509ex;" alt="{\displaystyle \lambda _{2}}"></span> are real values if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle c^{2}\in [0.5,1]}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>∈</mo> <mo stretchy="false">[</mo> <mn>0.5</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">]</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle c^{2}\in [0.5,1]}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a669187a5e53e070be2e61de47643b3e68947f05" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:11.364ex; height:3.176ex;" alt="{\displaystyle c^{2}\in [0.5,1]}"></span>. </p> <div class="mw-heading mw-heading2"><h2 id="Characterization">Characterization</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hypoexponential_distribution&action=edit&section=4" title="Edit section: Characterization"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>A random variable <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\boldsymbol {X}}\sim Hypo(\lambda _{1},\dots ,\lambda _{k})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold-italic">X</mi> </mrow> <mo>∼</mo> <mi>H</mi> <mi>y</mi> <mi>p</mi> <mi>o</mi> <mo stretchy="false">(</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\boldsymbol {X}}\sim Hypo(\lambda _{1},\dots ,\lambda _{k})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a574c06bd76d3997b5fb610b95fced087d6bba50" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:22.67ex; height:2.843ex;" alt="{\displaystyle {\boldsymbol {X}}\sim Hypo(\lambda _{1},\dots ,\lambda _{k})}"></span> has <a href="/wiki/Cumulative_distribution_function" title="Cumulative distribution function">cumulative distribution function</a> given by, </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x)=1-{\boldsymbol {\alpha }}e^{x\Theta }{\boldsymbol {1}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> <mo>−</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold-italic">α</mi> </mrow> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> <mi mathvariant="normal">Θ</mi> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mn mathvariant="bold">1</mn> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x)=1-{\boldsymbol {\alpha }}e^{x\Theta }{\boldsymbol {1}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/340b77b4977e0a0555f7058d534d1065147a8a26" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.621ex; height:3.176ex;" alt="{\displaystyle F(x)=1-{\boldsymbol {\alpha }}e^{x\Theta }{\boldsymbol {1}}}"></span></dd></dl> <p>and <a href="/wiki/Density_function" class="mw-redirect" title="Density function">density function</a>, </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x)=-{\boldsymbol {\alpha }}e^{x\Theta }\Theta {\boldsymbol {1}}\;,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mo>−</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold-italic">α</mi> </mrow> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> <mi mathvariant="normal">Θ</mi> </mrow> </msup> <mi mathvariant="normal">Θ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn mathvariant="bold">1</mn> </mrow> <mspace width="thickmathspace" /> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x)=-{\boldsymbol {\alpha }}e^{x\Theta }\Theta {\boldsymbol {1}}\;,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1c1b91bebe9bfdc9e0eaaf46d7a8e7dbe17a9360" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:19.064ex; height:3.176ex;" alt="{\displaystyle f(x)=-{\boldsymbol {\alpha }}e^{x\Theta }\Theta {\boldsymbol {1}}\;,}"></span></dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\boldsymbol {1}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mn mathvariant="bold">1</mn> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\boldsymbol {1}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bff0666664367dce2137d8ddb7c29f3d7e470598" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.337ex; height:2.176ex;" alt="{\displaystyle {\boldsymbol {1}}}"></span> is a <a href="/wiki/Column_vector" class="mw-redirect" title="Column vector">column vector</a> of ones of the size <i>k</i> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle e^{A}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>A</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle e^{A}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5ebe1117a4d16dd21dc73da2e92192d4809f17a6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.548ex; height:2.676ex;" alt="{\displaystyle e^{A}}"></span> is the <a href="/wiki/Matrix_exponential" title="Matrix exponential">matrix exponential</a> of <i>A</i>. When <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{i}\neq \lambda _{j}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>≠</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{i}\neq \lambda _{j}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f0390905bf2c4be482fb1b4a323f6a1ff0f20b63" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:7.518ex; height:2.843ex;" alt="{\displaystyle \lambda _{i}\neq \lambda _{j}}"></span> for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i\neq j}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> <mo>≠</mo> <mi>j</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i\neq j}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d95aeb406bb427ac96806bc00c30c91d31b858be" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.859ex; height:2.676ex;" alt="{\displaystyle i\neq j}"></span>, the <a href="/wiki/Density_function" class="mw-redirect" title="Density function">density function</a> can be written as </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x)=\sum _{i=1}^{k}\lambda _{i}e^{-x\lambda _{i}}\left(\prod _{j=1,j\neq i}^{k}{\frac {\lambda _{j}}{\lambda _{j}-\lambda _{i}}}\right)=\sum _{i=1}^{k}\ell _{i}(0)\lambda _{i}e^{-x\lambda _{i}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <munderover> <mo>∑</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </munderover> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mi>x</mi> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mrow> </msup> <mrow> <mo>(</mo> <mrow> <munderover> <mo>∏</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>=</mo> <mn>1</mn> <mo>,</mo> <mi>j</mi> <mo>≠</mo> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </munderover> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mrow> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>−</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mrow> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mo>=</mo> <munderover> <mo>∑</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </munderover> <msub> <mi>ℓ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mi>x</mi> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x)=\sum _{i=1}^{k}\lambda _{i}e^{-x\lambda _{i}}\left(\prod _{j=1,j\neq i}^{k}{\frac {\lambda _{j}}{\lambda _{j}-\lambda _{i}}}\right)=\sum _{i=1}^{k}\ell _{i}(0)\lambda _{i}e^{-x\lambda _{i}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0dafe6532a5158ab39712be8c0696d08346fbcb7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.505ex; width:55.696ex; height:7.843ex;" alt="{\displaystyle f(x)=\sum _{i=1}^{k}\lambda _{i}e^{-x\lambda _{i}}\left(\prod _{j=1,j\neq i}^{k}{\frac {\lambda _{j}}{\lambda _{j}-\lambda _{i}}}\right)=\sum _{i=1}^{k}\ell _{i}(0)\lambda _{i}e^{-x\lambda _{i}}}"></span></dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \ell _{1}(x),\dots ,\ell _{k}(x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>ℓ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>ℓ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \ell _{1}(x),\dots ,\ell _{k}(x)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e51a4f0a33f989319835dbb8d31e5687ef855b28" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.538ex; height:2.843ex;" alt="{\displaystyle \ell _{1}(x),\dots ,\ell _{k}(x)}"></span> are the <a href="/wiki/Lagrange_polynomial" title="Lagrange polynomial">Lagrange basis polynomials</a> associated with the points <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{1},\dots ,\lambda _{k}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{1},\dots ,\lambda _{k}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7599573e16a6aada30ecd300744f89531cd3ed66" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:10.032ex; height:2.509ex;" alt="{\displaystyle \lambda _{1},\dots ,\lambda _{k}}"></span>. </p><p>The distribution has <a href="/wiki/Laplace_transform" title="Laplace transform">Laplace transform</a> of </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {L}}\{f(x)\}=-{\boldsymbol {\alpha }}(sI-\Theta )^{-1}\Theta {\boldsymbol {1}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">L</mi> </mrow> </mrow> <mo fence="false" stretchy="false">{</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo fence="false" stretchy="false">}</mo> <mo>=</mo> <mo>−</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold-italic">α</mi> </mrow> <mo stretchy="false">(</mo> <mi>s</mi> <mi>I</mi> <mo>−</mo> <mi mathvariant="normal">Θ</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mn>1</mn> </mrow> </msup> <mi mathvariant="normal">Θ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn mathvariant="bold">1</mn> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathcal {L}}\{f(x)\}=-{\boldsymbol {\alpha }}(sI-\Theta )^{-1}\Theta {\boldsymbol {1}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6151ca7cefdf1925fe4096918f5666273ce0a499" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:29.219ex; height:3.176ex;" alt="{\displaystyle {\mathcal {L}}\{f(x)\}=-{\boldsymbol {\alpha }}(sI-\Theta )^{-1}\Theta {\boldsymbol {1}}}"></span></dd></dl> <p>Which can be used to find moments, </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E[X^{n}]=(-1)^{n}n!{\boldsymbol {\alpha }}\Theta ^{-n}{\boldsymbol {1}}\;.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>E</mi> <mo stretchy="false">[</mo> <msup> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <mo stretchy="false">]</mo> <mo>=</mo> <mo stretchy="false">(</mo> <mo>−</mo> <mn>1</mn> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <mi>n</mi> <mo>!</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold-italic">α</mi> </mrow> <msup> <mi mathvariant="normal">Θ</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mi>n</mi> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mn mathvariant="bold">1</mn> </mrow> <mspace width="thickmathspace" /> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E[X^{n}]=(-1)^{n}n!{\boldsymbol {\alpha }}\Theta ^{-n}{\boldsymbol {1}}\;.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/77583344b090d9c7bc68e36bb0387108c41702e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:26.125ex; height:3.009ex;" alt="{\displaystyle E[X^{n}]=(-1)^{n}n!{\boldsymbol {\alpha }}\Theta ^{-n}{\boldsymbol {1}}\;.}"></span></dd></dl> <div class="mw-heading mw-heading2"><h2 id="General_case">General case</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hypoexponential_distribution&action=edit&section=5" title="Edit section: General case"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>In the general case where there are <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle a}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>a</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle a}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ffd2487510aa438433a2579450ab2b3d557e5edc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.23ex; height:1.676ex;" alt="{\displaystyle a}"></span> distinct sums of exponential distributions with rates <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{1},\lambda _{2},\cdots ,\lambda _{a}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <mo>⋯</mo> <mo>,</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>a</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{1},\lambda _{2},\cdots ,\lambda _{a}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e823ea8cf2a5195ce4bce77cd5c017a199994707" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:13.488ex; height:2.509ex;" alt="{\displaystyle \lambda _{1},\lambda _{2},\cdots ,\lambda _{a}}"></span> and a number of terms in each sum equals to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle r_{1},r_{2},\cdots ,r_{a}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <mo>⋯</mo> <mo>,</mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>a</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle r_{1},r_{2},\cdots ,r_{a}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0f678a64a6c25fb0d8b29b44be6d7924e0fa5e29" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:12.568ex; height:2.009ex;" alt="{\displaystyle r_{1},r_{2},\cdots ,r_{a}}"></span> respectively. The cumulative distribution function for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t\geq 0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> <mo>≥</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t\geq 0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/248525429e9cd266f53ab8c52d17bc206c546060" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:5.101ex; height:2.343ex;" alt="{\displaystyle t\geq 0}"></span> is given by </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(t)=1-\left(\prod _{j=1}^{a}\lambda _{j}^{r_{j}}\right)\sum _{k=1}^{a}\sum _{l=1}^{r_{k}}{\frac {\Psi _{k,l}(-\lambda _{k})t^{r_{k}-l}\exp(-\lambda _{k}t)}{(r_{k}-l)!(l-1)!}},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> <mo>−</mo> <mrow> <mo>(</mo> <mrow> <munderover> <mo>∏</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>a</mi> </mrow> </munderover> <msubsup> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> </mrow> </msubsup> </mrow> <mo>)</mo> </mrow> <munderover> <mo>∑</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>a</mi> </mrow> </munderover> <munderover> <mo>∑</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>l</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> </mrow> </munderover> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <msub> <mi mathvariant="normal">Ψ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>,</mo> <mi>l</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mo>−</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo stretchy="false">)</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo>−</mo> <mi>l</mi> </mrow> </msup> <mi>exp</mi> <mo>⁡</mo> <mo stretchy="false">(</mo> <mo>−</mo> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mrow> <mo stretchy="false">(</mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo>−</mo> <mi>l</mi> <mo stretchy="false">)</mo> <mo>!</mo> <mo stretchy="false">(</mo> <mi>l</mi> <mo>−</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>!</mo> </mrow> </mfrac> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(t)=1-\left(\prod _{j=1}^{a}\lambda _{j}^{r_{j}}\right)\sum _{k=1}^{a}\sum _{l=1}^{r_{k}}{\frac {\Psi _{k,l}(-\lambda _{k})t^{r_{k}-l}\exp(-\lambda _{k}t)}{(r_{k}-l)!(l-1)!}},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/41c5f3832b8f21e87bdddb39cf3df5b5e7d7a81e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.338ex; width:56.114ex; height:7.676ex;" alt="{\displaystyle F(t)=1-\left(\prod _{j=1}^{a}\lambda _{j}^{r_{j}}\right)\sum _{k=1}^{a}\sum _{l=1}^{r_{k}}{\frac {\Psi _{k,l}(-\lambda _{k})t^{r_{k}-l}\exp(-\lambda _{k}t)}{(r_{k}-l)!(l-1)!}},}"></span></dd></dl> <p>with </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Psi _{k,l}(x)=-{\frac {\partial ^{l-1}}{\partial x^{l-1}}}\left(\prod _{j=0,j\neq k}^{a}\left(\lambda _{j}+x\right)^{-r_{j}}\right).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi mathvariant="normal">Ψ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>,</mo> <mi>l</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mo>−</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>l</mi> <mo>−</mo> <mn>1</mn> </mrow> </msup> <mrow> <mi mathvariant="normal">∂</mi> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>l</mi> <mo>−</mo> <mn>1</mn> </mrow> </msup> </mrow> </mfrac> </mrow> <mrow> <mo>(</mo> <mrow> <munderover> <mo>∏</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>=</mo> <mn>0</mn> <mo>,</mo> <mi>j</mi> <mo>≠</mo> <mi>k</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>a</mi> </mrow> </munderover> <msup> <mrow> <mo>(</mo> <mrow> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>+</mo> <mi>x</mi> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> </mrow> </msup> </mrow> <mo>)</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Psi _{k,l}(x)=-{\frac {\partial ^{l-1}}{\partial x^{l-1}}}\left(\prod _{j=0,j\neq k}^{a}\left(\lambda _{j}+x\right)^{-r_{j}}\right).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4bd07630b181659bc9e20d0e39a7806c63c9d74f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.505ex; width:40.945ex; height:7.843ex;" alt="{\displaystyle \Psi _{k,l}(x)=-{\frac {\partial ^{l-1}}{\partial x^{l-1}}}\left(\prod _{j=0,j\neq k}^{a}\left(\lambda _{j}+x\right)^{-r_{j}}\right).}"></span></dd></dl> <p>with the additional convention <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{0}=0,r_{0}=1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo>=</mo> <mn>0</mn> <mo>,</mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo>=</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{0}=0,r_{0}=1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6bf73b193d7c05c4c4b942e1ecdedd15e2aa30f8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:14.068ex; height:2.509ex;" alt="{\displaystyle \lambda _{0}=0,r_{0}=1}"></span>.<sup id="cite_ref-4" class="reference"><a href="#cite_note-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="Uses">Uses</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hypoexponential_distribution&action=edit&section=6" title="Edit section: Uses"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>This distribution has been used in population genetics,<sup id="cite_ref-Strimmer2001_5-0" class="reference"><a href="#cite_note-Strimmer2001-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup> cell biology,<sup id="cite_ref-6" class="reference"><a href="#cite_note-6"><span class="cite-bracket">[</span>6<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-7" class="reference"><a href="#cite_note-7"><span class="cite-bracket">[</span>7<span class="cite-bracket">]</span></a></sup> and queuing theory.<sup id="cite_ref-Calinescu2009_8-0" class="reference"><a href="#cite_note-Calinescu2009-8"><span class="cite-bracket">[</span>8<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-Bekker2011_9-0" class="reference"><a href="#cite_note-Bekker2011-9"><span class="cite-bracket">[</span>9<span class="cite-bracket">]</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hypoexponential_distribution&action=edit&section=7" title="Edit section: See also"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a href="/wiki/Phase-type_distribution" title="Phase-type distribution">Phase-type distribution</a></li> <li><a href="/wiki/Phase-type_distribution#Coxian_distribution" title="Phase-type distribution">Coxian distribution</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hypoexponential_distribution&action=edit&section=8" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output .reflist-lower-alpha{list-style-type:lower-alpha}.mw-parser-output .reflist-lower-greek{list-style-type:lower-greek}.mw-parser-output .reflist-lower-roman{list-style-type:lower-roman}</style><div class="reflist"> <div class="mw-references-wrap"><ol class="references"> <li id="cite_note-1"><span class="mw-cite-backlink"><b><a href="#cite_ref-1">^</a></b></span> <span class="reference-text"><style data-mw-deduplicate="TemplateStyles:r1238218222">.mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free.id-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited.id-lock-limited a,.mw-parser-output .id-lock-registration.id-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output 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(2017). <a rel="nofollow" class="external text" href="https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5709504">"A multi-stage representation of cell proliferation as a Markov process"</a>. <i>Bulletin of Mathematical Biology</i>. <b>79</b> (12): 2905–2928. <a href="/wiki/ArXiv_(identifier)" class="mw-redirect" title="ArXiv (identifier)">arXiv</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://arxiv.org/abs/1705.09718">1705.09718</a></span>. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://doi.org/10.1007%2Fs11538-017-0356-4">10.1007/s11538-017-0356-4</a></span>. <a href="/wiki/PMC_(identifier)" class="mw-redirect" title="PMC (identifier)">PMC</a> <span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5709504">5709504</a></span>. <a href="/wiki/PMID_(identifier)" class="mw-redirect" title="PMID (identifier)">PMID</a> <a rel="nofollow" class="external text" href="https://pubmed.ncbi.nlm.nih.gov/29030804">29030804</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Bulletin+of+Mathematical+Biology&rft.atitle=A+multi-stage+representation+of+cell+proliferation+as+a+Markov+process&rft.volume=79&rft.issue=12&rft.pages=2905-2928&rft.date=2017&rft_id=https%3A%2F%2Fwww.ncbi.nlm.nih.gov%2Fpmc%2Farticles%2FPMC5709504%23id-name%3DPMC&rft_id=info%3Apmid%2F29030804&rft_id=info%3Aarxiv%2F1705.09718&rft_id=info%3Adoi%2F10.1007%2Fs11538-017-0356-4&rft.aulast=Yates&rft.aufirst=Christian+A.&rft.au=Ford%2C+Matthew+J.&rft.au=Mort%2C+Richard+L.&rft_id=https%3A%2F%2Fwww.ncbi.nlm.nih.gov%2Fpmc%2Farticles%2FPMC5709504&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHypoexponential+distribution" class="Z3988"></span></span> </li> <li id="cite_note-7"><span class="mw-cite-backlink"><b><a href="#cite_ref-7">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFGavagninFordMortRogers2019" class="citation journal cs1">Gavagnin, Enrico; Ford, Matthew J.; Mort, Richard L.; Rogers, Tim; Yates, Christian A. (2019). "The invasion speed of cell migration models with realistic cell cycle time distributions". <i><a href="/wiki/Journal_of_Theoretical_Biology" title="Journal of Theoretical Biology">Journal of Theoretical Biology</a></i>. <b>481</b>: 91–99. <a href="/wiki/ArXiv_(identifier)" class="mw-redirect" title="ArXiv (identifier)">arXiv</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://arxiv.org/abs/1806.03140">1806.03140</a></span>. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1016%2Fj.jtbi.2018.09.010">10.1016/j.jtbi.2018.09.010</a>. <a href="/wiki/PMID_(identifier)" class="mw-redirect" title="PMID (identifier)">PMID</a> <a rel="nofollow" class="external text" href="https://pubmed.ncbi.nlm.nih.gov/30219568">30219568</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Journal+of+Theoretical+Biology&rft.atitle=The+invasion+speed+of+cell+migration+models+with+realistic+cell+cycle+time+distributions&rft.volume=481&rft.pages=91-99&rft.date=2019&rft_id=info%3Aarxiv%2F1806.03140&rft_id=info%3Apmid%2F30219568&rft_id=info%3Adoi%2F10.1016%2Fj.jtbi.2018.09.010&rft.aulast=Gavagnin&rft.aufirst=Enrico&rft.au=Ford%2C+Matthew+J.&rft.au=Mort%2C+Richard+L.&rft.au=Rogers%2C+Tim&rft.au=Yates%2C+Christian+A.&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHypoexponential+distribution" class="Z3988"></span></span> </li> <li id="cite_note-Calinescu2009-8"><span class="mw-cite-backlink"><b><a href="#cite_ref-Calinescu2009_8-0">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFCălinescu2009" class="citation web cs1">Călinescu, Malenia (August 2009). <a rel="nofollow" class="external text" href="https://web.archive.org/web/20100215173841/http://www.few.vu.nl/en/Images/stageverslag-calinescu_tcm39-105827.pdf">"Forecasting and capacity planning for ambulance services"</a> <span class="cs1-format">(PDF)</span>. <i>Faculty of Sciences</i>. <a href="/wiki/Vrije_Universiteit_Amsterdam" title="Vrije Universiteit Amsterdam">Vrije Universiteit Amsterdam</a>. Archived from <a rel="nofollow" class="external text" href="http://www.few.vu.nl/en/Images/stageverslag-calinescu_tcm39-105827.pdf">the original</a> <span class="cs1-format">(PDF)</span> on 15 February 2010.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=unknown&rft.jtitle=Faculty+of+Sciences&rft.atitle=Forecasting+and+capacity+planning+for+ambulance+services&rft.date=2009-08&rft.aulast=C%C4%83linescu&rft.aufirst=Malenia&rft_id=http%3A%2F%2Fwww.few.vu.nl%2Fen%2FImages%2Fstageverslag-calinescu_tcm39-105827.pdf&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHypoexponential+distribution" class="Z3988"></span></span> </li> <li id="cite_note-Bekker2011-9"><span class="mw-cite-backlink"><b><a href="#cite_ref-Bekker2011_9-0">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBekkerKoeleman2011" class="citation journal cs1">Bekker, René; Koeleman, Paulien M. (2011). <a rel="nofollow" class="external text" href="https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3158339">"Scheduling admissions and reducing variability in bed demand"</a>. <i>Health Care Management Science</i>. <b>14</b> (3): 237–249. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://doi.org/10.1007%2Fs10729-011-9163-x">10.1007/s10729-011-9163-x</a></span>. <a href="/wiki/PMC_(identifier)" class="mw-redirect" title="PMC (identifier)">PMC</a> <span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3158339">3158339</a></span>. <a href="/wiki/PMID_(identifier)" class="mw-redirect" title="PMID (identifier)">PMID</a> <a rel="nofollow" class="external text" href="https://pubmed.ncbi.nlm.nih.gov/21667090">21667090</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Health+Care+Management+Science&rft.atitle=Scheduling+admissions+and+reducing+variability+in+bed+demand&rft.volume=14&rft.issue=3&rft.pages=237-249&rft.date=2011&rft_id=https%3A%2F%2Fwww.ncbi.nlm.nih.gov%2Fpmc%2Farticles%2FPMC3158339%23id-name%3DPMC&rft_id=info%3Apmid%2F21667090&rft_id=info%3Adoi%2F10.1007%2Fs10729-011-9163-x&rft.aulast=Bekker&rft.aufirst=Ren%C3%A9&rft.au=Koeleman%2C+Paulien+M.&rft_id=https%3A%2F%2Fwww.ncbi.nlm.nih.gov%2Fpmc%2Farticles%2FPMC3158339&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHypoexponential+distribution" class="Z3988"></span></span> </li> </ol></div></div> <div class="mw-heading mw-heading2"><h2 id="Further_reading">Further reading</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hypoexponential_distribution&action=edit&section=9" title="Edit section: Further reading"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a href="/wiki/Marcel_F._Neuts" title="Marcel F. Neuts">M. F. Neuts</a>. (1981) Matrix-Geometric Solutions in Stochastic Models: an Algorthmic Approach, Chapter 2: Probability Distributions of Phase Type; Dover Publications Inc.</li> <li>G. Latouche, V. Ramaswami. (1999) Introduction to Matrix Analytic Methods in Stochastic Modelling, 1st edition. Chapter 2: PH Distributions; ASA SIAM,</li> <li>Colm A. O'Cinneide (1999). <i>Phase-type distribution: open problems and a few properties</i>, Communication in Statistic - Stochastic Models, 15(4), 731–757.</li> <li>L. Leemis and J. McQueston (2008). <i>Univariate distribution relationships</i>, The American Statistician, 62(1), 45—53.</li> <li>S. Ross. (2007) Introduction to Probability Models, 9th edition, New York: Academic Press</li></ul> <div class="navbox-styles"><style data-mw-deduplicate="TemplateStyles:r1129693374">.mw-parser-output .hlist dl,.mw-parser-output .hlist ol,.mw-parser-output .hlist ul{margin:0;padding:0}.mw-parser-output .hlist dd,.mw-parser-output .hlist dt,.mw-parser-output .hlist li{margin:0;display:inline}.mw-parser-output .hlist.inline,.mw-parser-output .hlist.inline dl,.mw-parser-output .hlist.inline ol,.mw-parser-output .hlist.inline ul,.mw-parser-output .hlist dl dl,.mw-parser-output .hlist dl ol,.mw-parser-output .hlist dl ul,.mw-parser-output .hlist ol dl,.mw-parser-output .hlist ol ol,.mw-parser-output .hlist ol ul,.mw-parser-output .hlist ul dl,.mw-parser-output .hlist ul ol,.mw-parser-output .hlist ul ul{display:inline}.mw-parser-output .hlist .mw-empty-li{display:none}.mw-parser-output .hlist dt::after{content:": "}.mw-parser-output .hlist dd::after,.mw-parser-output .hlist li::after{content:" · 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.navbar{display:none!important}}</style><div class="navbar plainlinks hlist navbar-mini"><ul><li class="nv-view"><a href="/wiki/Template:Probability_distributions" title="Template:Probability distributions"><abbr title="View this template">v</abbr></a></li><li class="nv-talk"><a href="/wiki/Template_talk:Probability_distributions" title="Template talk:Probability distributions"><abbr title="Discuss this template">t</abbr></a></li><li class="nv-edit"><a href="/wiki/Special:EditPage/Template:Probability_distributions" title="Special:EditPage/Template:Probability distributions"><abbr title="Edit this template">e</abbr></a></li></ul></div><div id="Probability_distributions_(list)" style="font-size:114%;margin:0 4em"><a href="/wiki/Probability_distribution" title="Probability distribution">Probability distributions</a> (<a href="/wiki/List_of_probability_distributions" title="List of probability distributions">list</a>)</div></th></tr><tr><th scope="row" class="navbox-group" style="width:1%">Discrete <br />univariate</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%">with finite <br />support</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Benford%27s_law" title="Benford's law">Benford</a></li> <li><a href="/wiki/Bernoulli_distribution" title="Bernoulli distribution">Bernoulli</a></li> <li><a href="/wiki/Beta-binomial_distribution" title="Beta-binomial distribution">Beta-binomial</a></li> <li><a href="/wiki/Binomial_distribution" title="Binomial distribution">Binomial</a></li> <li><a href="/wiki/Categorical_distribution" title="Categorical distribution">Categorical</a></li> <li><a href="/wiki/Hypergeometric_distribution" title="Hypergeometric distribution">Hypergeometric</a> <ul><li><a href="/wiki/Negative_hypergeometric_distribution" title="Negative hypergeometric distribution">Negative</a></li></ul></li> <li><a href="/wiki/Poisson_binomial_distribution" title="Poisson binomial distribution">Poisson binomial</a></li> <li><a href="/wiki/Rademacher_distribution" title="Rademacher distribution">Rademacher</a></li> <li><a href="/wiki/Soliton_distribution" title="Soliton distribution">Soliton</a></li> <li><a href="/wiki/Discrete_uniform_distribution" title="Discrete uniform distribution">Discrete uniform</a></li> <li><a href="/wiki/Zipf%27s_law" title="Zipf's law">Zipf</a></li> <li><a href="/wiki/Zipf%E2%80%93Mandelbrot_law" title="Zipf–Mandelbrot law">Zipf–Mandelbrot</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">with infinite <br />support</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Beta_negative_binomial_distribution" title="Beta negative binomial distribution">Beta negative binomial</a></li> <li><a href="/wiki/Borel_distribution" title="Borel distribution">Borel</a></li> <li><a href="/wiki/Conway%E2%80%93Maxwell%E2%80%93Poisson_distribution" title="Conway–Maxwell–Poisson distribution">Conway–Maxwell–Poisson</a></li> <li><a href="/wiki/Discrete_phase-type_distribution" title="Discrete phase-type distribution">Discrete phase-type</a></li> <li><a href="/wiki/Delaporte_distribution" title="Delaporte distribution">Delaporte</a></li> <li><a href="/wiki/Extended_negative_binomial_distribution" title="Extended negative binomial distribution">Extended negative binomial</a></li> <li><a href="/wiki/Flory%E2%80%93Schulz_distribution" title="Flory–Schulz distribution">Flory–Schulz</a></li> <li><a href="/wiki/Gauss%E2%80%93Kuzmin_distribution" title="Gauss–Kuzmin distribution">Gauss–Kuzmin</a></li> <li><a href="/wiki/Geometric_distribution" title="Geometric distribution">Geometric</a></li> <li><a href="/wiki/Logarithmic_distribution" title="Logarithmic distribution">Logarithmic</a></li> <li><a href="/wiki/Mixed_Poisson_distribution" title="Mixed Poisson distribution">Mixed Poisson</a></li> <li><a href="/wiki/Negative_binomial_distribution" title="Negative binomial distribution">Negative binomial</a></li> <li><a href="/wiki/(a,b,0)_class_of_distributions" title="(a,b,0) class of distributions">Panjer</a></li> <li><a href="/wiki/Parabolic_fractal_distribution" title="Parabolic fractal distribution">Parabolic fractal</a></li> <li><a href="/wiki/Poisson_distribution" title="Poisson distribution">Poisson</a></li> <li><a href="/wiki/Skellam_distribution" title="Skellam distribution">Skellam</a></li> <li><a href="/wiki/Yule%E2%80%93Simon_distribution" title="Yule–Simon distribution">Yule–Simon</a></li> <li><a href="/wiki/Zeta_distribution" title="Zeta distribution">Zeta</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Continuous <br />univariate</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%">supported on a <br />bounded interval</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Arcsine_distribution" title="Arcsine distribution">Arcsine</a></li> <li><a href="/wiki/ARGUS_distribution" title="ARGUS distribution">ARGUS</a></li> <li><a href="/wiki/Balding%E2%80%93Nichols_model" title="Balding–Nichols model">Balding–Nichols</a></li> <li><a href="/wiki/Bates_distribution" title="Bates distribution">Bates</a></li> <li><a href="/wiki/Beta_distribution" title="Beta distribution">Beta</a> <ul><li><a href="/wiki/Generalized_beta_distribution" title="Generalized beta distribution">Generalized</a></li></ul></li> <li><a href="/wiki/Beta_rectangular_distribution" title="Beta rectangular distribution">Beta rectangular</a></li> <li><a href="/wiki/Continuous_Bernoulli_distribution" title="Continuous Bernoulli distribution">Continuous Bernoulli</a></li> <li><a href="/wiki/Irwin%E2%80%93Hall_distribution" title="Irwin–Hall distribution">Irwin–Hall</a></li> <li><a href="/wiki/Kumaraswamy_distribution" title="Kumaraswamy distribution">Kumaraswamy</a></li> <li><a href="/wiki/Logit-normal_distribution" title="Logit-normal distribution">Logit-normal</a></li> <li><a href="/wiki/Noncentral_beta_distribution" title="Noncentral beta distribution">Noncentral beta</a></li> <li><a href="/wiki/PERT_distribution" title="PERT distribution">PERT</a></li> <li><a href="/wiki/Raised_cosine_distribution" title="Raised cosine distribution">Raised cosine</a></li> <li><a href="/wiki/Reciprocal_distribution" title="Reciprocal distribution">Reciprocal</a></li> <li><a href="/wiki/Triangular_distribution" title="Triangular distribution">Triangular</a></li> <li><a href="/wiki/U-quadratic_distribution" title="U-quadratic distribution">U-quadratic</a></li> <li><a href="/wiki/Continuous_uniform_distribution" title="Continuous uniform distribution">Uniform</a></li> <li><a href="/wiki/Wigner_semicircle_distribution" title="Wigner semicircle distribution">Wigner semicircle</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">supported on a <br />semi-infinite <br />interval</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Benini_distribution" title="Benini distribution">Benini</a></li> <li><a href="/wiki/Benktander_type_I_distribution" title="Benktander type I distribution">Benktander 1st kind</a></li> <li><a href="/wiki/Benktander_type_II_distribution" title="Benktander type II distribution">Benktander 2nd kind</a></li> <li><a href="/wiki/Beta_prime_distribution" title="Beta prime distribution">Beta prime</a></li> <li><a href="/wiki/Burr_distribution" title="Burr distribution">Burr</a></li> <li><a href="/wiki/Chi_distribution" title="Chi distribution">Chi</a></li> <li><a href="/wiki/Chi-squared_distribution" title="Chi-squared distribution">Chi-squared</a> <ul><li><a href="/wiki/Noncentral_chi-squared_distribution" title="Noncentral chi-squared distribution">Noncentral</a></li> <li><a href="/wiki/Inverse-chi-squared_distribution" title="Inverse-chi-squared distribution">Inverse</a> <ul><li><a href="/wiki/Scaled_inverse_chi-squared_distribution" title="Scaled inverse chi-squared distribution">Scaled</a></li></ul></li></ul></li> <li><a href="/wiki/Dagum_distribution" title="Dagum distribution">Dagum</a></li> <li><a href="/wiki/Davis_distribution" title="Davis distribution">Davis</a></li> <li><a href="/wiki/Erlang_distribution" title="Erlang distribution">Erlang</a> <ul><li><a href="/wiki/Hyper-Erlang_distribution" title="Hyper-Erlang distribution">Hyper</a></li></ul></li> <li><a href="/wiki/Exponential_distribution" title="Exponential distribution">Exponential</a> <ul><li><a href="/wiki/Hyperexponential_distribution" title="Hyperexponential distribution">Hyperexponential</a></li> <li><a class="mw-selflink selflink">Hypoexponential</a></li> <li><a href="/wiki/Exponential-logarithmic_distribution" title="Exponential-logarithmic distribution">Logarithmic</a></li></ul></li> <li><a href="/wiki/F-distribution" title="F-distribution"><i>F</i></a> <ul><li><a href="/wiki/Noncentral_F-distribution" title="Noncentral F-distribution">Noncentral</a></li></ul></li> <li><a href="/wiki/Folded_normal_distribution" title="Folded normal distribution">Folded normal</a></li> <li><a href="/wiki/Fr%C3%A9chet_distribution" title="Fréchet distribution">Fréchet</a></li> <li><a href="/wiki/Gamma_distribution" title="Gamma distribution">Gamma</a> <ul><li><a href="/wiki/Generalized_gamma_distribution" title="Generalized gamma distribution">Generalized</a></li> <li><a href="/wiki/Inverse-gamma_distribution" title="Inverse-gamma distribution">Inverse</a></li></ul></li> <li><a href="/wiki/Gamma/Gompertz_distribution" title="Gamma/Gompertz distribution">gamma/Gompertz</a></li> <li><a href="/wiki/Gompertz_distribution" title="Gompertz distribution">Gompertz</a> <ul><li><a href="/wiki/Shifted_Gompertz_distribution" title="Shifted Gompertz distribution">Shifted</a></li></ul></li> <li><a href="/wiki/Half-logistic_distribution" title="Half-logistic distribution">Half-logistic</a></li> <li><a href="/wiki/Half-normal_distribution" title="Half-normal distribution">Half-normal</a></li> <li><a href="/wiki/Hotelling%27s_T-squared_distribution" title="Hotelling's T-squared distribution">Hotelling's <i>T</i>-squared</a></li> <li><a href="/wiki/Inverse_Gaussian_distribution" title="Inverse Gaussian distribution">Inverse Gaussian</a> <ul><li><a href="/wiki/Generalized_inverse_Gaussian_distribution" title="Generalized inverse Gaussian distribution">Generalized</a></li></ul></li> <li><a href="/wiki/Kolmogorov%E2%80%93Smirnov_test" title="Kolmogorov–Smirnov test">Kolmogorov</a></li> <li><a href="/wiki/L%C3%A9vy_distribution" title="Lévy distribution">Lévy</a></li> <li><a href="/wiki/Log-Cauchy_distribution" title="Log-Cauchy distribution">Log-Cauchy</a></li> <li><a href="/wiki/Log-Laplace_distribution" title="Log-Laplace distribution">Log-Laplace</a></li> <li><a href="/wiki/Log-logistic_distribution" title="Log-logistic distribution">Log-logistic</a></li> <li><a href="/wiki/Log-normal_distribution" title="Log-normal distribution">Log-normal</a></li> <li><a href="/wiki/Log-t_distribution" title="Log-t distribution">Log-t</a></li> <li><a href="/wiki/Lomax_distribution" title="Lomax distribution">Lomax</a></li> <li><a href="/wiki/Matrix-exponential_distribution" title="Matrix-exponential distribution">Matrix-exponential</a></li> <li><a href="/wiki/Maxwell%E2%80%93Boltzmann_distribution" title="Maxwell–Boltzmann distribution">Maxwell–Boltzmann</a></li> <li><a href="/wiki/Maxwell%E2%80%93J%C3%BCttner_distribution" title="Maxwell–Jüttner distribution">Maxwell–Jüttner</a></li> <li><a href="/wiki/Mittag-Leffler_distribution" title="Mittag-Leffler distribution">Mittag-Leffler</a></li> <li><a href="/wiki/Nakagami_distribution" title="Nakagami distribution">Nakagami</a></li> <li><a href="/wiki/Pareto_distribution" title="Pareto distribution">Pareto</a></li> <li><a href="/wiki/Phase-type_distribution" title="Phase-type distribution">Phase-type</a></li> <li><a href="/wiki/Poly-Weibull_distribution" title="Poly-Weibull distribution">Poly-Weibull</a></li> <li><a href="/wiki/Rayleigh_distribution" title="Rayleigh distribution">Rayleigh</a></li> <li><a href="/wiki/Relativistic_Breit%E2%80%93Wigner_distribution" title="Relativistic Breit–Wigner distribution">Relativistic Breit–Wigner</a></li> <li><a href="/wiki/Rice_distribution" title="Rice distribution">Rice</a></li> <li><a href="/wiki/Truncated_normal_distribution" title="Truncated normal distribution">Truncated normal</a></li> <li><a href="/wiki/Type-2_Gumbel_distribution" title="Type-2 Gumbel distribution">type-2 Gumbel</a></li> <li><a href="/wiki/Weibull_distribution" title="Weibull distribution">Weibull</a> <ul><li><a href="/wiki/Discrete_Weibull_distribution" title="Discrete Weibull distribution">Discrete</a></li></ul></li> <li><a href="/wiki/Wilks%27s_lambda_distribution" title="Wilks's lambda distribution">Wilks's lambda</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">supported <br />on the whole <br />real line</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cauchy_distribution" title="Cauchy distribution">Cauchy</a></li> <li><a href="/wiki/Generalized_normal_distribution#Version_1" title="Generalized normal distribution">Exponential power</a></li> <li><a href="/wiki/Fisher%27s_z-distribution" title="Fisher's z-distribution">Fisher's <i>z</i></a></li> <li><a href="/wiki/Kaniadakis_Gaussian_distribution" title="Kaniadakis Gaussian distribution">Kaniadakis κ-Gaussian</a></li> <li><a href="/wiki/Gaussian_q-distribution" title="Gaussian q-distribution">Gaussian <i>q</i></a></li> <li><a href="/wiki/Generalized_normal_distribution" title="Generalized normal distribution">Generalized normal</a></li> <li><a href="/wiki/Generalised_hyperbolic_distribution" title="Generalised hyperbolic distribution">Generalized hyperbolic</a></li> <li><a href="/wiki/Geometric_stable_distribution" title="Geometric stable distribution">Geometric stable</a></li> <li><a href="/wiki/Gumbel_distribution" title="Gumbel distribution">Gumbel</a></li> <li><a href="/wiki/Holtsmark_distribution" title="Holtsmark distribution">Holtsmark</a></li> <li><a href="/wiki/Hyperbolic_secant_distribution" title="Hyperbolic secant distribution">Hyperbolic secant</a></li> <li><a href="/wiki/Johnson%27s_SU-distribution" title="Johnson's SU-distribution">Johnson's <i>S<sub>U</sub></i></a></li> <li><a href="/wiki/Landau_distribution" title="Landau distribution">Landau</a></li> <li><a href="/wiki/Laplace_distribution" title="Laplace distribution">Laplace</a> <ul><li><a href="/wiki/Asymmetric_Laplace_distribution" title="Asymmetric Laplace distribution">Asymmetric</a></li></ul></li> <li><a href="/wiki/Logistic_distribution" title="Logistic distribution">Logistic</a></li> <li><a href="/wiki/Noncentral_t-distribution" title="Noncentral t-distribution">Noncentral <i>t</i></a></li> <li><a href="/wiki/Normal_distribution" title="Normal distribution">Normal (Gaussian)</a></li> <li><a href="/wiki/Normal-inverse_Gaussian_distribution" title="Normal-inverse Gaussian distribution">Normal-inverse Gaussian</a></li> <li><a href="/wiki/Skew_normal_distribution" title="Skew normal distribution">Skew normal</a></li> <li><a href="/wiki/Slash_distribution" title="Slash distribution">Slash</a></li> <li><a href="/wiki/Stable_distribution" title="Stable distribution">Stable</a></li> <li><a href="/wiki/Student%27s_t-distribution" title="Student's t-distribution">Student's <i>t</i></a></li> <li><a href="/wiki/Tracy%E2%80%93Widom_distribution" title="Tracy–Widom distribution">Tracy–Widom</a></li> <li><a href="/wiki/Variance-gamma_distribution" title="Variance-gamma distribution">Variance-gamma</a></li> <li><a href="/wiki/Voigt_profile" title="Voigt profile">Voigt</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">with support <br />whose type varies</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Generalized_chi-squared_distribution" title="Generalized chi-squared distribution">Generalized chi-squared</a></li> <li><a href="/wiki/Generalized_extreme_value_distribution" title="Generalized extreme value distribution">Generalized extreme value</a></li> <li><a href="/wiki/Generalized_Pareto_distribution" title="Generalized Pareto distribution">Generalized Pareto</a></li> <li><a href="/wiki/Marchenko%E2%80%93Pastur_distribution" title="Marchenko–Pastur distribution">Marchenko–Pastur</a></li> <li><a href="/wiki/Kaniadakis_Exponential_distribution" class="mw-redirect" title="Kaniadakis Exponential distribution">Kaniadakis <i>κ</i>-exponential</a></li> <li><a href="/wiki/Kaniadakis_Gamma_distribution" title="Kaniadakis Gamma distribution">Kaniadakis <i>κ</i>-Gamma</a></li> <li><a href="/wiki/Kaniadakis_Weibull_distribution" title="Kaniadakis Weibull distribution">Kaniadakis <i>κ</i>-Weibull</a></li> <li><a href="/wiki/Kaniadakis_Logistic_distribution" class="mw-redirect" title="Kaniadakis Logistic distribution">Kaniadakis <i>κ</i>-Logistic</a></li> <li><a href="/wiki/Kaniadakis_Erlang_distribution" title="Kaniadakis Erlang distribution">Kaniadakis <i>κ</i>-Erlang</a></li> <li><a href="/wiki/Q-exponential_distribution" title="Q-exponential distribution"><i>q</i>-exponential</a></li> <li><a href="/wiki/Q-Gaussian_distribution" title="Q-Gaussian distribution"><i>q</i>-Gaussian</a></li> <li><a href="/wiki/Q-Weibull_distribution" title="Q-Weibull distribution"><i>q</i>-Weibull</a></li> <li><a href="/wiki/Shifted_log-logistic_distribution" title="Shifted log-logistic distribution">Shifted log-logistic</a></li> <li><a href="/wiki/Tukey_lambda_distribution" title="Tukey lambda distribution">Tukey lambda</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Mixed <br />univariate</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%">continuous-<br />discrete</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Rectified_Gaussian_distribution" title="Rectified Gaussian distribution">Rectified Gaussian</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Joint_probability_distribution" title="Joint probability distribution">Multivariate <br />(joint)</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><span class="nobold"><i>Discrete: </i></span></li> <li><a href="/wiki/Ewens%27s_sampling_formula" title="Ewens's sampling formula">Ewens</a></li> <li><a href="/wiki/Multinomial_distribution" title="Multinomial distribution">Multinomial</a> <ul><li><a href="/wiki/Dirichlet-multinomial_distribution" title="Dirichlet-multinomial distribution">Dirichlet</a></li> <li><a href="/wiki/Negative_multinomial_distribution" title="Negative multinomial distribution">Negative</a></li></ul></li> <li><span class="nobold"><i>Continuous: </i></span></li> <li><a href="/wiki/Dirichlet_distribution" title="Dirichlet distribution">Dirichlet</a> <ul><li><a href="/wiki/Generalized_Dirichlet_distribution" title="Generalized Dirichlet distribution">Generalized</a></li></ul></li> <li><a href="/wiki/Multivariate_Laplace_distribution" title="Multivariate Laplace distribution">Multivariate Laplace</a></li> <li><a href="/wiki/Multivariate_normal_distribution" title="Multivariate normal distribution">Multivariate normal</a></li> <li><a href="/wiki/Multivariate_stable_distribution" title="Multivariate stable distribution">Multivariate stable</a></li> <li><a href="/wiki/Multivariate_t-distribution" title="Multivariate t-distribution">Multivariate <i>t</i></a></li> <li><a href="/wiki/Normal-gamma_distribution" title="Normal-gamma distribution">Normal-gamma</a> <ul><li><a href="/wiki/Normal-inverse-gamma_distribution" title="Normal-inverse-gamma distribution">Inverse</a></li></ul></li> <li><span class="nobold"><i><a href="/wiki/Random_matrix" title="Random matrix">Matrix-valued: </a></i></span></li> <li><a href="/wiki/Lewandowski-Kurowicka-Joe_distribution" title="Lewandowski-Kurowicka-Joe distribution">LKJ</a></li> <li><a href="/wiki/Matrix_normal_distribution" title="Matrix normal distribution">Matrix normal</a></li> <li><a href="/wiki/Matrix_t-distribution" title="Matrix t-distribution">Matrix <i>t</i></a></li> <li><a href="/wiki/Matrix_gamma_distribution" title="Matrix gamma distribution">Matrix gamma</a> <ul><li><a href="/wiki/Inverse_matrix_gamma_distribution" title="Inverse matrix gamma distribution">Inverse</a></li></ul></li> <li><a href="/wiki/Wishart_distribution" title="Wishart distribution">Wishart</a> <ul><li><a href="/wiki/Normal-Wishart_distribution" title="Normal-Wishart distribution">Normal</a></li> <li><a href="/wiki/Inverse-Wishart_distribution" title="Inverse-Wishart distribution">Inverse</a></li> <li><a href="/wiki/Normal-inverse-Wishart_distribution" title="Normal-inverse-Wishart distribution">Normal-inverse</a></li> <li><a href="/wiki/Complex_Wishart_distribution" title="Complex Wishart distribution">Complex</a></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Directional_statistics" title="Directional statistics">Directional</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <dl><dt><span class="nobold"><i>Univariate (circular) <a href="/wiki/Directional_statistics" title="Directional statistics">directional</a></i></span></dt> <dd><a href="/wiki/Circular_uniform_distribution" title="Circular uniform distribution">Circular uniform</a></dd> <dd><a href="/wiki/Von_Mises_distribution" title="Von Mises distribution">Univariate von Mises</a></dd> <dd><a href="/wiki/Wrapped_normal_distribution" title="Wrapped normal distribution">Wrapped normal</a></dd> <dd><a href="/wiki/Wrapped_Cauchy_distribution" title="Wrapped Cauchy distribution">Wrapped Cauchy</a></dd> <dd><a href="/wiki/Wrapped_exponential_distribution" title="Wrapped exponential distribution">Wrapped exponential</a></dd> <dd><a href="/wiki/Wrapped_asymmetric_Laplace_distribution" title="Wrapped asymmetric Laplace distribution">Wrapped asymmetric Laplace</a></dd> <dd><a href="/wiki/Wrapped_L%C3%A9vy_distribution" title="Wrapped Lévy distribution">Wrapped Lévy</a></dd> <dt><span class="nobold"><i>Bivariate (spherical)</i></span></dt> <dd><a href="/wiki/Kent_distribution" title="Kent distribution">Kent</a></dd> <dt><span class="nobold"><i>Bivariate (toroidal)</i></span></dt> <dd><a href="/wiki/Bivariate_von_Mises_distribution" title="Bivariate von Mises distribution">Bivariate von Mises</a></dd> <dt><span class="nobold"><i>Multivariate</i></span></dt> <dd><a href="/wiki/Von_Mises%E2%80%93Fisher_distribution" title="Von Mises–Fisher distribution">von Mises–Fisher</a></dd> <dd><a href="/wiki/Bingham_distribution" title="Bingham distribution">Bingham</a></dd></dl> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Degenerate_distribution" title="Degenerate distribution">Degenerate</a> <br />and <a href="/wiki/Singular_distribution" title="Singular distribution">singular</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <dl><dt><span class="nobold"><i>Degenerate</i></span></dt> <dd><a href="/wiki/Dirac_delta_function" title="Dirac delta function">Dirac delta function</a></dd> <dt><span class="nobold"><i>Singular</i></span></dt> <dd><a href="/wiki/Cantor_distribution" title="Cantor distribution">Cantor</a></dd></dl> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Families</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Circular_distribution" title="Circular distribution">Circular</a></li> <li><a href="/wiki/Compound_Poisson_distribution" title="Compound Poisson distribution">Compound Poisson</a></li> <li><a href="/wiki/Elliptical_distribution" title="Elliptical distribution">Elliptical</a></li> <li><a href="/wiki/Exponential_family" title="Exponential family">Exponential</a></li> <li><a href="/wiki/Natural_exponential_family" title="Natural exponential family">Natural exponential</a></li> <li><a href="/wiki/Location%E2%80%93scale_family" title="Location–scale family">Location–scale</a></li> <li><a href="/wiki/Maximum_entropy_probability_distribution" title="Maximum entropy probability distribution">Maximum entropy</a></li> <li><a href="/wiki/Mixture_distribution" title="Mixture distribution">Mixture</a></li> <li><a href="/wiki/Pearson_distribution" title="Pearson distribution">Pearson</a></li> <li><a href="/wiki/Tweedie_distribution" title="Tweedie distribution">Tweedie</a></li> <li><a href="/wiki/Wrapped_distribution" title="Wrapped distribution">Wrapped</a></li></ul> </div></td></tr><tr><td class="navbox-abovebelow" colspan="2"><div> <ul><li><span class="noviewer" typeof="mw:File"><span title="Category"><img alt="" src="//upload.wikimedia.org/wikipedia/en/thumb/9/96/Symbol_category_class.svg/16px-Symbol_category_class.svg.png" decoding="async" width="16" height="16" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/en/thumb/9/96/Symbol_category_class.svg/23px-Symbol_category_class.svg.png 1.5x, //upload.wikimedia.org/wikipedia/en/thumb/9/96/Symbol_category_class.svg/31px-Symbol_category_class.svg.png 2x" data-file-width="180" data-file-height="185" /></span></span> <a href="/wiki/Category:Probability_distributions" title="Category:Probability distributions">Category</a></li> 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Hypoexponential distribution - Wikipedia