PH fitting algorithm and its application to reliability engineering

DOI10.15807/JORSJ.59.72MaRDI QIDQ88136zbMATHOpenAlexFDO

Authors Hiroyuki Okamura, Tadashi Dohi

Publication date 2016

Published in Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15807/jorsj.59.72

zbMATH Keywords

EM algorithmmaximum likelihood estimationcontinuous-time Markov chainphase-type distributionreliabilitytransient analysis

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Queues and service in operations research (90B22) Reliability, availability, maintenance, inspection in operations research (90B25)

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