A note on order statistics in the mixed Erlang case

作者：Landriault David^*; Moutanabbir Khouzeima; Willmot Gordon E

来源：Statistics & Probability Letters, 2015, 106: 13-18.

DOI：10.1016/j.spl.2015.06.006

• Multinomial theorem
• Exponential distribution
• Mixed Erlang distributions
• Phase-type distributions

The order statistics of an independent sample of mixed Erlang random variables are shown to also be of mixed Erlang form. The mixing weights involve easily evaluated sums of multinomial type terms. A life contingency application is also considered.

• 出版日期2015-11