A class of distributions generated from distributions of exponential type

In: Naval research logistics: an international journal, Band 23, Heft 1, S. 131-138

Abstract

AbstractA class of exponential type distributions with special exponential parameters is defined. It is assumed that the exponential parameters vary according to some (known) probability law. It has been shown in this paper that the compound distribution can be easily represented in form involving moment generating function of the mixing distribution. The results obtained in this paper provide an efficient and simple method of obtaining compound failure time distribution with known mixing distributions (uniform, exponential, gamma).