Discrete Phase-type Distribution: Geometric distribution, Markov chain, Phase-type distribution, Transition probability matrix, Identity matrix - Couverture souple

 
9786133732773: Discrete Phase-type Distribution: Geometric distribution, Markov chain, Phase-type distribution, Transition probability matrix, Identity matrix

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. The discrete phase-type distribution is a probability distribution that results from a system of one or more inter-related geometric distributions occurring in sequence, or phases. The sequence in which each of the phases occur may itself be a stochastic process. The distribution can be represented by a random variable describing the time until absorption of a Markov chain with one absorbing state. Each of the states of the Markov chain represents one of the phases.

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