boostorg/math — pull request #7 by sguazt (2014-08-22 16:43:36+00:00)
Title: New Feature: hyperexponential distribution

The hyperexponential distribution (http://en.wikipedia.org/wiki/Hyperexponential_distribution) is a continuous probability distribution widely used in queueing theory (e.g., to model the service time of k parallel queueing stations, each having the service time distribution as an exponential distribution).

It can also be used in distribution fitting, to approximate long-tail probability distributions.

I've implemented it.
Test results have been compared with Wolfram Mathematica 10, which has the HyperExponential distribution (http://reference.wolfram.com/language/ref/HyperexponentialDistribution.html).
All tests have been compiled with GCC 4.8.3 on Linux Fedora 20 x86_64 (and on an Intel Core i7).

Documentation is still incomplete (I need to document various functions).

Please, can you consider to merge this request?

Thanks,
Marco