Sum of Independent XGamma Distributions

Fuente: arXiv
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Main Authors: Kadri, Therrar, Omairi, Rahil, Smaili, Khaled, Kadry, Seifedine
Format: Preprint
Published: 2025
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author Kadri, Therrar
Omairi, Rahil
Smaili, Khaled
Kadry, Seifedine
author_facet Kadri, Therrar
Omairi, Rahil
Smaili, Khaled
Kadry, Seifedine
contents The XGamma distribution is a generated distribution from a mixture of Exponential and Gamma distributions. It is found that in many cases the XGamma has more flexibility than the Exponential distribution. In this paper we consider the sum of independent XGamma distributions with different parameters. We showed that the probability density function of this distribution is a sum of the probability density function of the Erlang distributions. As a consequence, we find exact closed expressions of the other related statistical functions. Next, we examine the estimation of the parameters by maximum likelihood estimators. We observe in an applications a real data set which shows that this model provides better fit to the data as compared to the sum of the Exponential distributions, the Hypoexponential models.
format Preprint
id arxiv_https___arxiv_org_abs_2504_15186
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Sum of Independent XGamma Distributions
Kadri, Therrar
Omairi, Rahil
Smaili, Khaled
Kadry, Seifedine
Statistics Theory
Probability
62E15, 60E10
The XGamma distribution is a generated distribution from a mixture of Exponential and Gamma distributions. It is found that in many cases the XGamma has more flexibility than the Exponential distribution. In this paper we consider the sum of independent XGamma distributions with different parameters. We showed that the probability density function of this distribution is a sum of the probability density function of the Erlang distributions. As a consequence, we find exact closed expressions of the other related statistical functions. Next, we examine the estimation of the parameters by maximum likelihood estimators. We observe in an applications a real data set which shows that this model provides better fit to the data as compared to the sum of the Exponential distributions, the Hypoexponential models.
title Sum of Independent XGamma Distributions
topic Statistics Theory
Probability
62E15, 60E10
url https://arxiv.org/abs/2504.15186