Author:
Assaf David,Langberg Naftali A.
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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
5 articles.
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