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https://doi.org/10.1007/978-1-4614-4909-6_6
| Title: | Majorization and Extremal PH Distributions | Authors: | He, Q.-M. Zhang, H. Vera, J.C. |
Issue Date: | 2013 | Citation: | 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. https://doi.org/10.1007/978-1-4614-4909-6_6 | 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 | URI: | http://scholarbank.nus.edu.sg/handle/10635/117259 | ISSN: | 21941017 | DOI: | 10.1007/978-1-4614-4909-6_6 |
| Appears in Collections: | Staff Publications |
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