On the Limitations of Multivariate Phase-Type Families

DOI10.1287/opre.38.3.519zbMath0717.60031OpenAlexW2149643744MaRDI QIDQ5748661

Colm Art O'Cinneide

Publication date: 1990

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.38.3.519

zbMATH Keywords

reliabilitymultivariate phase-type familyphase-type random variables

Mathematics Subject Classification ID

Distribution theory (60E99)

Related Items (5)

Analysis of a multivariate claim process ⋮ On Some Properties of Bivariate Exponential Distributions ⋮ Multivariate Matrix-Exponential Distributions ⋮ Symmetric PH and EP distributions and their applications to the probability Hough transform ⋮ Convolutions of multivariate phase-type distributions

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