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

Yousry H. Abdelkader

Statistics & Probability Letters, 2011, vol. 81, issue 8, 1143-1149

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.

Keywords: Order; statistics; Moments; Laplace; transform; Phase-type; distribution (search for similar items in EconPapers)
Date: 2011
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