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From the Exponential Distribution to Phase-Type Distributions

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Fundamentals of Matrix-Analytic Methods

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Abstract

This chapter introduces phase-type distributions. Topics covered in this chapter are: (i) the exponential distribution; (ii) definitions of phase-type distributions; (iii) closure properties of phase-type distributions; (iv) PH-representations; (v) multivariate phase-type distributions; and (vi) parameter estimation and fitting of phase-type distributions.

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Authors and Affiliations

  1. Department of Management Sciences, University of Waterloo, Waterloo, ON, Canada

    Qi-Ming He

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  1. Qi-Ming He
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He, QM. (2014). From the Exponential Distribution to Phase-Type Distributions. In: Fundamentals of Matrix-Analytic Methods. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-7330-5_1

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  • DOI: https://doi.org/10.1007/978-1-4614-7330-5_1

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