| Title:
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Moment Distributions of Phase Type |
| Type:
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Journal articleJournal article |
| Participant(s):
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Technical University of Denmark
Technical University of Denmark
Email:
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| Abstract:
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Moment distributions of phase-type and matrix-exponential distributions are shown to
remain within their respective classes. We provide a probabilistic phase-type representation for
the former case and an alternative representation, with an analytically appealing form, for
the latter. First order moment distributions are of special interest in areas like demography and
economics, and we calculate explicit formulas for the Lorenz curve and Gini index used in
these disciplines. |
| Published:
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in journal: Stochastic Models (ISSN: 1532-6349) (DOI: http://dx.doi.org/10.1080/15326349.2011.614192), vol: 27, issue: 4, pages: 651, 2011 |
| DOI:
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