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arXiv · 1407.7110

A semi-explicit density function for Kulkarni's bivariate phase-type distribution

Lothar Breuer
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Abstract

For a bivariate random variable $(Z_1,Z_2)$ having Kulkarni's bivariate phase-type distribution (see \cite{Ku89}), we derive a simple expression for the semi-explicit density function $E (e^{-sZ_2} 1_{ \{ Z_1 \in dy \} })$. Some immediate consequences are presented as concluding remarks.

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Lothar Breuer. 2014-07-26. A semi-explicit density function for Kulkarni's bivariate phase-type distribution. https://arxiv.org/abs/1407.7110

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