Computing the moments of order statistics from nonidentically distributed phase-type random variables

✍ Scribed by Xuan Zhang; Zhenting Hou

• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 234 KB
• Volume: 235
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/j.cam.2010.11.012

✦ Synopsis

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 manner.