Matrix-exponential distribution
id:
matrix-exponential-distribution-245-3040568
title:
Matrix-exponential distribution
text:
In probability theory, the matrix-exponential distribution is an absolutely continuous distribution with rational Laplace–Stieltjes transform. They were first introduced by David Cox in 1955 as distributions with rational Laplace–Stieltjes transforms. The probability density function is f = α e x T s for x ≥ 0 , and the cumulative distribution function is F = 1 − α e A t 1 where 1 is a vector of 1s and There are no restrictions on the parameters α, T, s other than that they correspond to a pro
brand slug:
wiki
category slug:
encyclopedia
description:
Absolutely continuous distribution with rational Laplace–Stieltjes transform
original url:
https://en.wikipedia.org/wiki/Matrix-exponential_distribution
date created:
date modified:
2024-03-13T03:37:00Z
main entity:
{"identifier":"Q15844961","url":"https://www.wikidata.org/entity/Q15844961"}
image:
fields total:
13
integrity:
14