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

โœ Scribed by Xuan Zhang; Zhenting Hou


Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
234 KB
Volume
235
Category
Article
ISSN
0377-0427

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โœฆ 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.


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