Matching moments to phase distributions: density function shapes

DOI10.1080/15326349908807148zbMATH Open0711.60016OpenAlexW2011826346MaRDI QIDQ3496966FDOQ3496966

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

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zbMATH Keywords

Coxian distributionsErlang distributionsnonlinear programming methodsdensity-function shapesphase-distribution methods

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cited In (19)

• Matching moments to phase distributions: Mixtures of erlang distributions of common order
• Meda: mixed erlang distributions as phase-type representations of empirical distribution functions.
• Higher order approximations for tandem queueing networks
• 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
• 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
• Matching More Than Three Moments with Acyclic Phase Type Distributions
• Matching Three Moments with Minimal Acyclic Phase Type Distributions
• Phase-type distributions and representations: Some results and open problems for system theory
• Continuous inventory control with stochastic and non-stationary Markovian demand
• 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
• Variational Bayes for Phase-Type Distribution

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