Matching moments to phase distributions: nonlinear programming approaches

DOI10.1080/15326349908807147zbMATH Open0708.60019OpenAlexW2055295973MaRDI QIDQ3490686FDOQ3490686

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

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zbMATH Keywords

phase distributionsCoxian distributionsErlang distributionsnonlinear programming approach

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cited In (15)

• Fitting matrix geometric distributions by model reduction
• A queuing model for due date control in a multiserver repair shop
• Computational approximations of renewal process relating to a warranty problem: The case phase-type lifetimes
• A Laplace transform method for order statistics from nonidentical random variables and its application in phase-type distribution
• 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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