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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Matrix-exponential distribution ： ウィキペディア英語版 Matrix-exponential distribution 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 : $f(x)\; =\; \backslash mathbf\; e^\; \backslash mathbf\; \backslash textx\backslash ge\; 0$ (and 0 when ''x'' < 0) where : $$ \begin \alpha & \in \mathbb R^, \\ T & \in \mathbb R^, \\ s & \in \mathbb R^. \end There are no restrictions on the parameters α, T, s other than that they correspond to a probability distribution. There is no straightforward way to ascertain if a particular set of parameters form such a distribution.〔 The dimension of the matrix T is the order of the matrix-exponential representation.〔 The distribution is a generalisation of the phase type distribution. ==Moments== If ''X'' has a matrix-exponential distribution then the ''k''th moment is given by〔 :$\backslash mathbb\; E(X^k)\; =\; (-1)^k!\; \backslash mathbf\; T^\backslash mathbf.$ 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Matrix-exponential distribution」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.