Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data
DOI10.1002/ASMB.1919OpenAlexW2129165987MaRDI QIDQ5414531FDOQ5414531
Authors: Hiroyuki Okamura, Tadashi Dohi, 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
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Cites Work
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- Matching Three Moments with Minimal Acyclic Phase Type Distributions
- The estimation of phase-type related functionals using Markov chain Monte Carlo methods
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- Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation
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- A benchmark for ph estimation algorithms: results for acyclic-ph
- On the Three-Moment Approximation of a General Distribution by a Coxian Distribution
- On a Possibilistic Approach to the Analysis of Fuzzy Feedback Systems
- Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems
- Fitting Mixture Models to Grouped and Truncated Data via the EM Algorithm
- Moment matching using a family of phase-type distributions
Cited In (5)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type
- Modeling and analysis of system reliability using phase-type distribution closure properties
- Phase-type software reliability model: parameter estimation algorithms with grouped data
- A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model
- Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence
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