Presentation of phase-type distributions as proper mixtures
- 1 March 1985
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 22 (1) , 247-250
- https://doi.org/10.2307/3213766
Abstract
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.Keywords
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