Moment bounds of PH distributions with infinite or finite support based on the steepest increase property

DOI10.1017/apr.2019.7zbMath1427.60039MaRDI 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

zbMATH Keywords

phase-type distribution; moment bound; finite support; infinite support

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

62E15: Exact distribution theory in statistics

60J27: Continuous-time Markov processes on discrete state spaces

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