On the Three-Moment Approximation of a General Distribution by a Coxian Distribution
1988 ◽
Vol 2
(2)
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pp. 257-261
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Keyword(s):
The Coxian-2 distribution is a very useful distribution for queuing and reliability analysis. It is important to know when a general probability distribution can be approximated by a Coxian-2 distribution by fitting the first three moments. For a positive random variable with a squared coefficient of variation larger than 1, a lower bound on its third moment is known for which a three-moment fit exists. To complete the figure, in this note lower and upper bounds on the third moment are derived when the squared coefficient of variation is between 0.5 and 1. Also, we characterize the C2-distributions that correspond to these bounds.
2016 ◽
Vol 13
(1)
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pp. 11-15
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Keyword(s):
1988 ◽
Vol 102
◽
pp. 79-81
Keyword(s):