| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4640161 | Journal of Computational and Applied Mathematics | 2011 | 7 Pages |
Abstract
In this paper, we derive a recurrence relation for the single moments of order statistics (o.s.) arising from nn 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Xuan Zhang, Zhenting Hou,