A new family of distributions based on the hypoexponential distribution with applications

Christophe Chesneau (1)

1 LMNO - Laboratoire de Mathématiques Nicolas Oresme

In this paper, a new general family of distributions using the hypoexponential distribution is introduced and studied. From this family, we focus our attention on a new weighted exponential distribution. Some of their mathematical properties are provided. We investigate maximum likelihood estimation of the model parameters. Three real data sets are used to prove the potential of this distribution among some recent extensions of the exponential distribution.

Keywords: Hypoexponential distribution; Estimation; Goodness-of-fit statistics; Maximum likelihood estimation

Domains: Statistics [math.ST]

Christophe Chesneau. A new family of distributions based on the hypoexponential distribution with applications. 2017. ⟨hal-01519350v4⟩