No BSD License  

Highlights from
An Introduction to Stochastic Processes

image thumbnail
[u1,v]=phasemv(a,T)
function [u1,v]=phasemv(a,T)
%  
%  Find mean (u1) and variance (v) of phase-type distribution
%
[m,n]=size(T);
e=ones(n,1);
u1=-a*(inv(T))*e;              
u2=2*a*(inv(T)*inv(T))*e;
v=u2-(u1*u1);

Contact us at files@mathworks.com