한국경영과학회지 (Journal of the Korean Operations Research and Management Science Society)
- 제19권1호
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- Pages.85-98
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- 1994
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- 1225-1119(pISSN)
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- 2733-4759(eISSN)
GPH 분포에 의한 확률적 근사화
Probabilistic approximations based on GPH distributions
초록
The distribution of random sum of i. i. d. exponential random variables is called GHP (Generalized Phase-Type) distribution. The class of GPH distributions is large enough to include PH (Phase-Type) distributions and has several properties which can be applied conveniently for computational purposes. In this paper, we show that any distribution difined on R
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