  In this paper, we use a finite-state continuous-time Markov chain with one
absorbing state to model an individual's lifetime. Under this model, the time
of death follows a phase-type distribution, and the transient states of the
Markov chain are known as phases. We then attempt to provide an answer to the
simple question "What is the conditional age distribution of the individual,
given its current phase"? We show that the answer depends on how we interpret
the question, and in particular, on the phase observation scheme under
consideration. We then apply our results to the computation of the age pyramid
for the endangered Chatham Island black robin Petroica traversi during years of
intensive conservation efforts in 1980-1989.
