Abstract
Second order moments about its means, i.e. the variances and covariances for multivariate Lagrange distributions are derived in a matrix form. A subfamily of multivariate Lagrange distributions which can be characterized as the distributions of customers served in a busy period in qnonos with some conditions are considered. Theorems about their probability functions, one of which is a multivariate generalization of a formula by Takàcs(1989), are given and the means and second order moments about its means are considered. As an example, a multivariate Borel-Tanner distribution is derived.
Original language | English |
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Pages (from-to) | 2185-2197 |
Number of pages | 13 |
Journal | Communications in Statistics - Theory and Methods |
Volume | 27 |
Issue number | 9 |
DOIs | |
Publication status | Published - 1998 Jan 1 |
Externally published | Yes |
Keywords
- Busy period
- Multivariate Borel-Tanner distribution
- Multivariate Lagrange expansion
- Second order moments about its means
ASJC Scopus subject areas
- Statistics and Probability