Compartmental models with phase-type residence-time distributions

Phase-type (PH) probability distributions provide a versatile class of distributions, and are shown to fit naturally into a Markovian compartmental system, where “individuals” or “particles” move between a series of compartments, so that phase-type compartmental residence-time distributions can be incorporated simply by increasing the size of the system. Examples of PH distributions covering a variety of behaviours are given, and an application involving data analysis is included.