Parameter estimation for hyperexponential distribution | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2025. № 70. DOI: 10.17223/19988605/70/5

Parameter estimation for hyperexponential distribution

The problem of the parameter estimation for the hyperexponential distribution is considered. The method of moments and the maximum likelihood method are used, explicit intensity estimators for a distribution with two intensity values are constructed. The conditions for the applicability of the method of moments are obtained and its comparison with a new method combining the method of moments and the maximum likelihood method is carried out. The possibility of estimating the minimum intensity parameter in the case of an arbitrary number of parameters of a hyperexponential distribution is shown. Numerical modeling shows the applicability of the developed estimation algorithms. Contribution of the authors: the authors contributed equally to this article. The authors declare no conflicts of interests.

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Keywords

hyperexponential distribution, method of moments, maximum likelihood method

Authors

Name	Organization	E-mail
Burkatovskaya Yulia B.	Tomsk Polytechnic University; Tomsk State University	tracey@tpu.ru
Vorobeychikov Sergey E.	Tomsk State University	sev@mail.tsu.ru

Всего: 2

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