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Reference.org
Phase-type distribution
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<p>A phase-type distribution is a <a href="/facts/Probability_distribution/EpsKKVRu">probability distribution</a> constructed by a convolution or mixture of <a href="/facts/Exponential_distribution/yY3EdV0u">exponential distributions</a>. It results from a system of one or more inter-related <a href="/facts/Poisson_process/8uphjAUc">Poisson processes</a> occurring in <a href="/facts/Sequence/gV2S4uqp">sequence</a>, or phases. The sequence in which each of the phases occurs may itself be a <a href="/facts/Stochastic_process/Ng1n1dnB">stochastic process</a>. The distribution can be represented by a <a href="/facts/Random_variable/TwTBXnLT">random variable</a> describing the time until absorption of a <a href="/facts/Markov_process/5oP5hntk">Markov process</a> with one absorbing state. Each of the <a href="/facts/Markov_process/5oP5hntk">states</a> of the Markov process represents one of the phases. </p><p>It has a <a href="/facts/Discrete_time/RR8wpS9e">discrete-time</a> equivalent – the <a href="/facts/Discrete_phase-type_distribution/s6Se3dPt">discrete phase-type distribution</a>. </p><p>The set of phase-type distributions is dense in the field of all positive-valued distributions, that is, it can be used to approximate any positive-valued distribution. </p>