Matrix-exponential distribution: Difference between revisions
Content deleted Content added
Gareth Jones (talk | contribs) ←Created page with 'In probability theory, the '''matrix-exponential distribution''' is an absolutely continuous distribution with rational Laplace–Stieltjes transform...' |
Gareth Jones (talk | contribs) add {{probability distribution}} |
||
| Line 1: | Line 1: | ||
{{Probability distribution |
|||
| name = Matrix-exponential |
|||
| type = continuous |
|||
| parameters = '''α''', '''T''', '''s''' |
|||
| support = {{nowrap|''x'' ∈ [0, ∞)}} |
|||
| pdf = {{nowrap|'''α''' e<sup>x'''T'''</sup>'''s'''}} |
|||
| cdf = {{nowrap|1+'''α'''e<sup>x'''T'''</sup>'''T'''<sup>-1</sup>'''s'''}} |
|||
| mean = |
|||
| median = |
|||
| mode = |
|||
| variance = |
|||
| skewness = |
|||
| kurtosis = |
|||
| entropy = |
|||
| mgf = |
|||
| char = |
|||
| rate = |
|||
}} |
|||
In [[probability theory]], the '''matrix-exponential distribution''' is an [[absolutely continuous]] distribution with rational [[Laplace–Stieltjes transform]].<ref>{{cite doi|10.1002/0471667196.ess1092.pub2}}</ref> |
In [[probability theory]], the '''matrix-exponential distribution''' is an [[absolutely continuous]] distribution with rational [[Laplace–Stieltjes transform]].<ref>{{cite doi|10.1002/0471667196.ess1092.pub2}}</ref> |
||
Revision as of 18:53, 18 February 2014
| Parameters | α, T, s | ||
|---|---|---|---|
| Support | x ∈ [0, ∞) | ||
| α exTs | |||
| CDF | 1+αexTT-1s | ||
In probability theory, the matrix-exponential distribution is an absolutely continuous distribution with rational Laplace–Stieltjes transform.[1]
References
- ^ Attention: This template ({{cite doi}}) is deprecated. To cite the publication identified by doi:10.1002/0471667196.ess1092.pub2, please use {{cite journal}} (if it was published in a bona fide academic journal, otherwise {{cite report}} with
|doi=10.1002/0471667196.ess1092.pub2instead.