
In
probability theory, a hyper-Erlang distribution is a
continuous probability distribution which takes a particular
Erlang distribution E
''i'' with probability ''p''
''i''. A hyper-Erlang distributed random variable ''X'' has a
probability density function given by
:
where each ''p''
''i'' > 0 with the ''p''
''i'' summing to 1 and each of the E
''l''''i'' being an
Erlang distribution with ''l''
''i'' stages each of which has parameter ''λ''
''i''.
See also
*
Phase-type distribution
A phase-type distribution is a probability distribution constructed by a convolution or mixture of exponential distributions. It results from a system of one or more inter-related Poisson processes occurring in sequence, or phases. The sequence ...
References
{{ProbDistributions, continuous-semi-infinite
Continuous distributions