Moment bounds of PH distributions with infinite or finite support based on the steepest increase property
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Publication:5203895
DOI10.1017/APR.2019.7zbMath1427.60039OpenAlexW2962962613MaRDI QIDQ5203895
Illés Horváth, Miklós Telek, Gábor Horváth, Qi-Ming He
Publication date: 9 December 2019
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/apr.2019.7
Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15) Continuous-time Markov processes on discrete state spaces (60J27)
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- Majorization and Extremal PH Distributions
- Phase Type Distributions with Finite Support
- Characterization of phase-type distributions
- The least variable phase type distribution is erlang
- On non-uniqueness of representations of phase-type distributions
- Phase-type distributions: open problems and a few properties
- A proof of the steepest increase conjecture of a phase-type density
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