Note on Phase-Type, Almost Phase-Type, Generalized Hyperexponential and Coxian Distribution. Revision

摘要

This note updates earlier results on how various types of Coxian distributions relate to each other. Some more recent uses of such distributions are discussed, with an emphasis on their connection to generalized hyperexponential distributions. Particular attention is paid to the class of densities having Laplace transforms with only real negative zeros and poles and their relationship with the GH class.