The article "Statistical Behavior Modeling for DriverAdaptive Precrash Systems" (IEEE Trans. on Intelligent Transp. Systems, 2013: 1-9) proposed the following mixture of two exponential distributions for modeling the behavior of what the authors called "the criticality level of a situation" X.
This is often called the hyperexponential or mixed exponential distribution. This distribution is also proposed as a model for rainfall amount in "Modeling Monsoon Affected Rainfall of Pakistan by Point Processes" (J. of Water Resources Planning and Mgmnt., 1992: 671-688).
a. Determine E(X) and V(X).
b. Determine the cdf of X.
c. If p = .5, λ1 = 40, and λ2 = 200 (values of the l's suggested in the cited article), calculate P(X . .01).
d. For the parameter values given in (c), what is the probability that X is within one standard deviation of its mean value?
e. The coefficient of variation of a random variable (or distribution) is CV = µ/σ What is CV for an exponential rv? What can you say about the value of CV when X has a hyperexponential distribution?
f. What is CV for an Erlang distribution with parameters l and n as defined in Exercise 68