Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence

DOI10.1016/J.ORL.2020.02.009MaRDI QIDQ2183193zbMATH OpenOpenAlexFDO

Authors Stephane Barde, Young Myoung Ko, Hayong Shin

Publication date 26 May 2020

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2020.02.009

zbMATH Keywords

phase-type distributionmaximum likelihood estimatorMarkov decision processlife-time dataleft-truncated \& right-censoredhazard sequence

Mathematics Subject Classification ID

Statistics (62-XX) Operations research, mathematical programming (90-XX)

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Cites work

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• scientific article; zbMATH DE number 1183925 (Why is no real title available?)
• scientific article; zbMATH DE number 780774 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• A new metric for probability distributions
• Characterizations of discrete Weibull related distributions
• Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data
• Left truncated and right censored Weibull data and likelihood inference with an illustration
• Prediction of remaining life of power transformers based on left truncated and right censored lifetime data

Cited in

(2)

• Optimal age replacement policy for discrete time parallel systems
• General EM algorithm for fitting non-monotone hazard functions from truncated and censored observations

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• EMpht

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