A note on mixed exponential distribution with negative weights (Q808571)

Consider n exponential distributions with parameters \(\lambda_ j\), \(j=1,2,...,n\); \(f_ j(x)=\lambda_ j\exp (-\lambda_ jx), x>0\), and n constants \(a_ j\), \(j=1,2,...,n\) satisfying the condition \(\sum a_ j=1\). The author uses an autoregressive process to obtain the p.d.f. of the above mixed exponential distribution with negative weights.