Bladt, Mogens

Nielsen, Bo Friis

In this paper we prove that the class of distributions on the positive reals with a rational Laplace transform, also known as matrix-exponential distributions, is closed under formation of moment distributions. In particular, the results are hence valid for the well known class of phase-type distributions. We construct representations for moment distributions based on a general matrix-exponential distribution which turns out to be a generalization of the moment distributions based on exponential distributions. For moment distributions based on phase{type distributions we find an appropriate alternative representation in terms of sub{intensity matrices. Finally we are able to nd explicit expressions for both the Lorenz curve and the Gini index

Online Research Database In Technology

Moment Distributions of Phase Type

http://orbit.dtu.dk/ws/files/4616859/tr09_12.pdf

Moment Distributions of Phase Type

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Online Research Database In Technology