A method for obtaining Laplace transforms of order statistics of Erlang random variables

DOI10.1016/J.SPL.2009.09.006MaRDI QIDQ1044009zbMATH OpenOpenAlexWikidataFDO

Authors W. Horn, M. Hlynka, Percy H. Brill

Publication date 10 December 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.09.006

Mathematics Subject Classification ID

Markov processes (60J99) Order statistics; empirical distribution functions (62G30) Laplace transform (44A10)

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Cited in

(2)

• A Laplace transform method for order statistics from nonidentical random variables and its application in phase-type distribution
• A note on order statistics in the mixed Erlang case

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