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

Sinopsis

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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