CoxianDistribution

CoxianDistribution[{1, ..., m-1}, {1, ..., m}]
represent an m-phase Coxian distribution with phase probabilities and rates .

DetailsDetails

  • An m-phase Coxian distribution can be interpreted as m sequential service phases with rates , where one continues to service phase i+1 with probability and finishes with probability .
  • The probability density for value and distinct rates is a linear combination of exponentials for and zero for .
  • CoxianDistribution allows to be any positive number not greater than 1 and to be any positive real numbers.
  • CoxianDistribution can be used with such functions as Mean, CDF, and RandomVariate.

ExamplesExamplesopen allclose all

Basic Examples (4)Basic Examples (4)

Probability density function:

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Cumulative distribution function:

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Mean and variance:

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Median can be found numerically:

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