Matching moments to phase distributions: density function shapes

DOI10.1080/15326349908807148MaRDI QIDQ3496966zbMATH OpenOpenAlexFDO

Authors Mary A. Johnson, Michael R. Taaffe

Publication date 1990

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349908807148

zbMATH Keywords

Coxian distributionsErlang distributionsnonlinear programming methodsdensity-function shapesphase-distribution methods

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cited in

(19)

• Meda: mixed erlang distributions as phase-type representations of empirical distribution functions.
• Matching moments to phase distributions: Mixtures of erlang distributions of common order
• Higher order approximations for tandem queueing networks
• A Laplace transform method for order statistics from nonidentical random variables and its application in phase-type distribution
• Computational approximations of renewal process relating to a warranty problem: The case phase-type lifetimes
• An investigation of phase-distribution moment-matching algorithms for use in queueing models
• An approach to the residence time distribution for stochastic multi-compartment models
• Computational learning of the conditional phase-type (C-Ph) distribution. Learning C-Ph distributions
• Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data
• Optimal inspection and replacement policies for multi-state deteriorating systems
• Variational Bayes for phase-type distribution
• Matching More Than Three Moments with Acyclic Phase Type Distributions
• Matching Three Moments with Minimal Acyclic Phase Type Distributions
• Continuous inventory control with stochastic and non-stationary Markovian demand
• Phase-type distributions and representations: Some results and open problems for system theory
• Optimal stress screening strategies for multi-component systems sold under warranty: The case of phase-type lifetimes
• Matching moments to phase distributions: nonlinear programming approaches
• A graphical investigation of error bounds for moment-based queueing approximations
• Moment matching using a family of phase-type distributions

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