Bounds on normalised moments for phase-type approximations

From Bobbio et al. (Theorem 3.1)

Usage

n3_moment_bounds(n2, n)

Arguments

n2

Second normalised moment

n

Number of phases

Value

List with components lower, upper defining the bounds on the third normalised moment (n3) required for n2 and n3 to be the moments of a phase type distribution with n phases.