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.
- Busy period
- Multivariate Borel-Tanner distribution
- Multivariate Lagrange expansion
- Second order moments about its means
ASJC Scopus subject areas
- Statistics and Probability