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 , is strictly larger than the bilateral multi-variate matrix-exponential distributions that arise as a generalisation of the the MPH? distributions introduced by Kulkarni .
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- Multivariate matrix-exponential distribution
- Bilateral multivariate matrix-exponential distribution