出典:Wikipedia
出典:『Wikipedia』 (2010/11/09 16:34 UTC 版)
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.