Computing the moments of order statistic
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Xuan Zhang; Zhenting Hou
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Article
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2011
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Elsevier Science
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English
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In this paper, we derive a recurrence relation for the single moments of order statistics (o.s.) arising from n independent nonidentically distributed phase-type (PH) random variables (r.v.'s). This recurrence relation will enable one to compute all single moments of all o.s. in a simple recursive m