Scale Mixture of Exponential Distribution with an Application.(2024). Barahona, J.A.; Gomez, Y.M.; Gomez-Deniz, E.; Venegas, O.; Gomez, H.W.

This article presents an extended distribution that builds upon the exponential distribution. This extension is based on a scale mixture between the exponential and beta distributions. By utilizing this approach, we obtain a distribution that offers increased flexibility in terms of the kurtosis coefficient. We explore the general density, properties, moments, asymmetry, and kurtosis coefficients of this distribution. Statistical inference is performed using both the moments and maximum likelihood methods. To show the performance of this new model, it is applied to a real dataset with atypical observations. The results indicate that the new model outperforms two other extensions of the exponential distribution.