Presentation of phase-type distributions as proper mixtures

Presentation of phase-type distributions as proper mixtures

It is shown that any phase-type distribution can be represented as a proper mixture of two distinct phase-type distributions. Using different terms, it is shown that the class of phase-type distributions does not include any extreme ones. A similar result holds for the subclass of upper-triangular p...

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Veröffentlicht in:Journal of applied probability 1985-03, Vol.22 (1), p.247-250
Hauptverfasser: Assaf, David, Langberg, Naftali A.
Format: Artikel
Sprache:eng
Schlagworte:
Distribution functions
Exact sciences and technology
Mathematical theorems
Mathematics
Matrices
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Short Communications
Special processes (renewal theory, markov renewal processes, semi-markov processes, statistical mechanics type models, applications)
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Zusammenfassung:It is shown that any phase-type distribution can be represented as a proper mixture of two distinct phase-type distributions. Using different terms, it is shown that the class of phase-type distributions does not include any extreme ones. A similar result holds for the subclass of upper-triangular phase-type distributions.
ISSN:0021-9002
1475-6072
DOI:10.2307/3213766