A note on order statistics in the mixed Erlang case

David Landriault, Khouzeima Moutanabbir and Gordon E. Willmot

Statistics & Probability Letters, 2015, vol. 106, issue C, 13-18

Abstract: 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.

Keywords: Multinomial theorem; Exponential distribution; Mixed Erlang distributions; Phase-type distributions (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2015.06.006

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