Examples of fitting structured phase–type distributions

DOI10.1002/asm.3150100403zbMath0822.60085OpenAlexW2118830699WikidataQ114698700 ScholiaQ114698700MaRDI QIDQ4842334

Malcolm J. Faddy

Publication date: 20 September 1995

Published in: Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asm.3150100403

zbMATH Keywords

Markov processstructuremixture modelsphase-type probability distributionssequential transitions

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Distribution theory (60E99) Markov processes (60J99)

Related Items (10)

Phase-type approximations of service-time distributions in \(M/G/1\) queues ⋮ Experimenting with the Coxian phase-type distribution to uncover suitable fits ⋮ Bayesian estimation of finite time ruin probabilities ⋮ BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION ⋮ Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities ⋮ The coxian phase-type distribution as a contribution to the multilevel model of in-hospital mortality ⋮ Fitting with Matrix-Exponential Distributions ⋮ Computational learning of the conditional phase-type (C-Ph) distribution. Learning C-Ph distributions ⋮ Simulating Coxian phase-type distributions for patient survival ⋮ Quantification of model uncertainty on path-spaceviagoal-oriented relative entropy

Uses Software

• Matlab

Cites Work

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