Postprint version. Published in Economics Letters, Volume 37, Issue 4, December 1, 1991, pages 405-409.
NOTE: At the time of publication, the author Sanjiv Jaggia was not yet affiliated with Cal Poly.
The definitive version is available at https://doi.org/10.1016/0165-1765(91)90078-Y.
The Hougaard mixing distribution is considered for a Weibull duration model. This distribution is flexible and also encompasses the gamma and the inverse Gaussian distributions making it useful in discriminating between alternate distributions.