Matching moments to phase distributions: nonlinear programming approaches

DOI10.1080/15326349908807147MaRDI QIDQ3490686zbMATH 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/10.1080/15326349908807147

zbMATH Keywords

phase distributionsCoxian distributionsErlang distributionsnonlinear programming approach

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cited in

(15)

• Fitting matrix geometric distributions by model reduction
• A queuing model for due date control in a multiserver repair shop
• 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
• On the optimal control of loss probability and profit in a \(GI /C\)-\(BMSP /1/N\) queueing system
• Optimally scheduling \(N\) customer arrival times for a single-server system
• Worst-case large-deviation asymptotics with application to queueing and information theory
• A stochastic dynamic pricing model for the multiclass problems in the airline industry
• Optimal inspection and replacement policies for multi-state deteriorating systems
• Matching Three Moments with Minimal Acyclic Phase Type Distributions
• 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: density function shapes
• A graphical investigation of error bounds for moment-based queueing approximations
• Arithmetization of distributions and linear goal programming

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