APPROXIMATION METHOD FOR PROBABILITY DISTRIBUTION FUNCTIONS BY COXIAN DISTRIBUTION

摘要

This paper provides an extension of the approximation method proposed in the literature, using the Coxian distribution. In the existing method, the probability distribution functions with the monotonic decreasing property can be approximated. The method proposed in this paper uses the combination of hyper-exponential distribution and Er-lang distributions, and enables to approximate non-monotonous distributions. We also present some examples to show the usefulness of the approximate method.