Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data
From MaRDI portal
Publication:5414531
DOI10.1002/asmb.1919MaRDI QIDQ5414531
Tadashi Dohi, Hiroyuki Okamura, Kishor S. Trivedi
Publication date: 6 May 2014
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.1919
parameter estimation; EM algorithm; maximum likelihood estimation; phase-type distribution; grouped and truncated data
62-04: Software, source code, etc. for problems pertaining to statistics
62Exx: Statistical distribution theory
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