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Title: Majorization and Extremal PH Distributions
Authors: He, Q.-M.
Zhang, H. 
Vera, J.C.
Issue Date: 2013
Source: He, Q.-M.,Zhang, H.,Vera, J.C. (2013). Majorization and Extremal PH Distributions. Springer Proceedings in Mathematics and Statistics 27 : 107-121. ScholarBank@NUS Repository.
Abstract: This chapter presents majorization results for PH generators. Based on the majorization results, bounds on the moments and Laplace-Stieltjes transforms of phase-type distributions are found. Exponential distributions and Coxian distributions are identified to be extremal PH distributions with respect to all the moments and Laplace-Stieltjes transforms for certain subsets of PH distributions. © Springer Science+Business Media New York 2013.
Source Title: Springer Proceedings in Mathematics and Statistics
ISSN: 21941017
DOI: 10.1007/978-1-4614-4909-6_6
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