Matlab functions to fit parameters for a mixture of exponential distribution
Matlab has some good functions for dealing with exponential distributions, e.g. expfit. These functions extend this support to fit distributions that are mixtures of exponential components.
Run the getting started script for an example of usage.
[ taushat, weightshat ] = emdistfit(wait_times, tau_guess, weight_guess);emhist(wait_times, taushat, weightshat)