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.
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CITATION STYLE
He, Q. M., Zhang, H., & Vera, J. C. (2013). Majorization and Extremal PH Distributions. In Springer Proceedings in Mathematics and Statistics (Vol. 27, pp. 107–121). Springer New York LLC. https://doi.org/10.1007/978-1-4614-4909-6_6
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