LAPM.phase_type

Module for phase-type distribution.

\(T\) is supposed to be a phase-type distributed random variable.

Functions

cum_dist_func(beta, B, Qt)	Return the (symbolic) cumulative distribution function of phase-type.
density(beta, B, Qt)	Return the (symbolic) probability density function of the phase-type distribution.
expected_value(beta, B)	Return the (symbolic) expected value of the phase-type distribution.
laplace(beta, B)	Return the symbolic Laplacian of the phase-type distribtion.
nth_moment(beta, B, n)	Return the (symbolic) n th moment of the phase-type distribution.
standard_deviation(beta, B)	Return the (symbolic) standard deviation of the phase-type distribution.
variance(beta, B)	Return the (symbolic) variance of the phase-type distribution.
z(B)	Return the (symbolic) vector of rates toward absorbing state.