Article ID Journal Published Year Pages File Type
1152519 Statistics & Probability Letters 2011 7 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
,