Report
On the representation of distributions with rational moment generating functions
This paper addresses a question concerning the generality of certain parameterisations of distributions which have a multivariate rational moment generating function. It is shown that the class of bilateral matrix-exponential distributions, as introduced in [2], is strictly larger than the bilateral multi-variate matrix-exponential distributions that arise as a generalisation of the the MPH? distributions introduced by Kulkarni [4].
Language: | English |
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Publisher: | Technical University of Denmark |
Year: | 2012 |
Series: | D T U Compute. Technical Report |
ISSN: | 16012321 |
Types: | Report |
ORCIDs: | Nielsen, Bo Friis |