A semi-explicit density function for Kulkarni's bivariate phase-type distribution
Probability
2014-07-29 v1
Abstract
For a bivariate random variable having Kulkarni's bivariate phase-type distribution (see \cite{Ku89}), we derive a simple expression for the semi-explicit density function . Some immediate consequences are presented as concluding remarks.
Cite
@article{arxiv.1407.7110,
title = {A semi-explicit density function for Kulkarni's bivariate phase-type distribution},
author = {Lothar Breuer},
journal= {arXiv preprint arXiv:1407.7110},
year = {2014}
}