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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.
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Difference of hypoexponential distributions
Suppose that we have two random variables defined on the same sample space $\Omega$
$X\sim \text{Hypoexp}(\alpha_1,\dots,\alpha_n)$ and $Y\sim \text{Hypoexp}(\beta_1,\dots,\beta_m)$
or, equivalently …