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Computing the moments of order statistics from nonidentically distributed Erlang variables

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Abstract

Erlang distribution has wide applications in the field of reliability models, stochastic activity networks and many other fields. In this paper a recurrence relation for computing all moments of all order statistics arising from independent nonidentically distributed Erlang variables is established.

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Abdelkader, Y.H. Computing the moments of order statistics from nonidentically distributed Erlang variables. Statistical Papers 45, 563–570 (2004). https://doi.org/10.1007/BF02760568

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  • DOI: https://doi.org/10.1007/BF02760568

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