A Laplace transform method for order statistics from nonidentical random variables and its application in Phase-type distribution

作者：Abdelkader Yousry H^*

来源：Statistics & Probability Letters, 2011, 81(8): 1143-1149.

DOI：10.1016/j.spl.2011.03.009

• Order statistics
• Moments
• Laplace transform
• Phase-type distribution

In this paper, we derive a method for obtaining the Laplace transform of order statistics (o.s.) arising from general independent nonidentically distributed random variables (r.v.'s). A survey of the most important properties, applications and the o.s. of a Phase-type (PH) distribution are also presented. Two illustrative examples are provided.

• 出版日期2011-8