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Presentation of phase-type distributions as proper mixtures
Published online by Cambridge University Press: 14 July 2016
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.
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- Copyright © Applied Probability Trust 1985
Footnotes
Research partly carried out while this author was visiting the University of Arizona.
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