A Laplace transform method for order statistics from nonidentical random variables and its application in Phase-type distribution |
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| Authors: | Yousry H Abdelkader |
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| Institution: | Department of Mathematics, Faculty of Science, Alexandria University, Alexandria, Egypt |
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| Abstract: | In this paper, we derive a method for obtaining the Laplace transform of order statistics (o.s.) arising from general independent nonidentically distributed random variables (r.v.’s). A survey of the most important properties, applications and the o.s. of a Phase-type (PH) distribution are also presented. Two illustrative examples are provided. |
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| Keywords: | Order statistics Moments Laplace transform Phase-type distribution |
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